U.S. Treasury bonds with maturity ranging from 1 year to 30 years are daily updated on the Treasury’s website. However, some yields, such as from 4 years maturity bond, have to be inferred. The Nelson-Siegel function is probably one of the most impor…
Create Nelson-Siegel function for yield curve
U.S. Treasury bonds with maturity ranging from 1 year to 30 years are daily updated on the Treasury’s website. However, some yields, such as from 4 years maturity bond, have to be inferred. The Nelson-Siegel function is probably one of the most impor…
Create Nelson-Siegel function for yield curve
U.S. Treasury bonds with maturity ranging from 1 year to 30 years are daily updated on the Treasury’s website. However, some yields, such as from 4 years maturity bond, have to be inferred. The Nelson-Siegel function is probably one of the most impor…
Bayesian Computation (3)
In Chapter 3 of “Bayesian Computation with R”, Jim Albert talked about how to conduct 2 fundamental tasks of Statistics, namely Estimation and Hypothesis Testing in a single parameter framework.
The structure of this chapter is organized as the foll…
NOTE: Security Metadata Tool Enhanced (Metacoda Security Plug-Ins)
Back in April at SAS Global Forum (SGF) I wrote to say how I was impressed by the Metacoda Security Plug-Ins. SAS’s security capabilities are not in question; the Metacoda Security Plug-Ins are a collection of plug-ins for SAS Management Console offeri…
NOTE: Security Metadata Tool Enhanced (Metacoda Security Plug-Ins)
Back in April at SAS Global Forum (SGF) I wrote to say how I was impressed by the Metacoda Security Plug-Ins. SAS’s security capabilities are not in question; the Metacoda Security Plug-Ins are a collection of plug-ins for SAS Management Console offeri…