VARYING INTEREST RATES AND ANNUITIES
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Date
2024-04-15
Authors
Nurlanova, Viktoriya
Journal Title
Journal ISSN
Volume Title
Publisher
Nazarbayev University School of Sciences and Humanities
Abstract
In this paper, we first applied a piecewise linear regression model to best fit the discrete varying interest rate data and then we applied these results for the calculation of annuities with time variable interest rates. We used two different approaches to calculate annuities with time-varying interest rates, namely, the Yield Curve Method and the Portfolio Rate Method.
Description
Keywords
Annuities, Varying Interest Rates, Type of access: Embargo
Citation
Nurlanova, V. (2024). VARYING INTEREST RATES AND ANNUITIES. Nazarbayev University School of Sciences and Humanities