Question: Project Problem . 1. Based on the yield rates on Nov.15, 2019, let us develop another yield curve model applying the Nelson-Siegel parsimonious approximation specified

Project Problem .

1. Based on the yield rates on Nov.15, 2019, let us develop another yield curve model applying the Nelson-Siegel parsimonious approximation specified as below. F(t) = B1 + (B2 + Ball At - Bge At (a) Find out four parameters including 81, 82, 8,, and A solving the below equation: 20 20 min E((t) - At)) = > =1

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