Nelson-Siegel model explained: Modelling yield curves (Excel)

Поділитися
Вставка
  • Опубліковано 11 січ 2025

КОМЕНТАРІ • 21

  • @NEDLeducation
    @NEDLeducation  2 роки тому +5

    You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
    Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

  • @ducthien0224
    @ducthien0224 2 роки тому

    This helps me a lots in understanding and applying the theory! Tons of thanks!!❤

  • @jonnyh.2167
    @jonnyh.2167 2 роки тому +1

    Excellent content. Thank you

  • @henriqueramos6947
    @henriqueramos6947 11 місяців тому

    Excellent content!

  • @llptva
    @llptva Рік тому +1

    thank you for the explanation, it is much clearer for me now

  • @rohitchawla5239
    @rohitchawla5239 4 дні тому

    so so helpful.

  • @user-wr4yl7tx3w
    @user-wr4yl7tx3w 2 роки тому +4

    Wow, this can be done in excel

  • @tanzixuan5089
    @tanzixuan5089 2 місяці тому

    Hi, I am wondering if you could do a video on this about the YieldCurve Package on R?

  • @historparanaodormir
    @historparanaodormir 2 роки тому +1

    amazing.
    Just a suggestion. A cubic spline Excel video

    • @NEDLeducation
      @NEDLeducation  Рік тому +1

      Hi Rafael, and thanks for the suggestion! Definitely not a topic I am a specialist on, will have a further read in my free time :)

  • @VidsAccount123
    @VidsAccount123 2 роки тому

    Amazing content! Can you also do a video of its extension, the Nelson-Siegel-Svensson model?

  • @akshitshetty7504
    @akshitshetty7504 8 місяців тому

    Hi, I want to bond valuation using a matrix pricing methodology with real life example. Have you made such videos.
    It would be a big help for me to get such things.

  • @StevenMusix
    @StevenMusix 2 роки тому

    Could you please make a Video on how to valuate interest rate options (e.g swaptions) by using e.g Ho-Lee-Model?

  • @evgenyt1806
    @evgenyt1806 Рік тому +1

    hi I am trying to calculate the Value cell the same way you do but the part of the SUM(F13/(1+B7)^$A$7:A8) makes an error that shows #VALUE!, can you explain what is the calculation and I will try to make it in a different way, Thank you for the video

  • @alperyldrm4788
    @alperyldrm4788 8 місяців тому

    Amazing. Thanks a lot.

  • @shrutipai3613
    @shrutipai3613 2 роки тому

    is NS supposed to give YTM or Spot rates ? I thought the later. If it is supposed to give spot rates, shouldn't Cell H13 be modified from "B7" to "$B$7:B7" ?

  • @gustavoc1122
    @gustavoc1122 Рік тому

    Please, could explain model BDT in EXCEL implementation ?

  • @geewee1geewee197
    @geewee1geewee197 2 роки тому

    Great video! I have an excel question for you: I have some values in columns A, B and C. I need to sum values in column A if those values are between certain values in columns B and C. Say for example if B1

  • @christianfagerlid5419
    @christianfagerlid5419 9 місяців тому

    Great! Thank you.

  • @gevorgshaboyan1705
    @gevorgshaboyan1705 Рік тому

    In some of the NSS models we see two lamdas. Why are you using only one