FEDERAL RESERVE BANK OF SAN FRANCISCO WORKING PAPER SERIES The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models Jens H. E. Christensen

First Page		Document Content
Date: 2013-05-25 23:54:04		FEDERAL RESERVE BANK OF SAN FRANCISCO WORKING PAPER SERIES The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models Jens H. E. Christensen Add to Reading List Source URL: www.frbsf.org Download Document from Source Website File Size: 619,36 KB Share Document on Facebook