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Тақырып бойынша Graduate School of Business көру "Spline"

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Тақырып бойынша Graduate School of Business көру "Spline"

Сорыптау түріереже бойыншанәтиже бойныша

  • SELECTING A BOND PRICING MODEL FOR TRADING IN KAZAKHSTAN 
    Abdygaliyev, Azamat; Saktassynov, Yerassyl (Nazarbayev University, Graduate School of Business, 2022-12-14)
    In this research, we fit term structure models of the interest rates to cross-sections of government bonds in Kazakhstan and investigate whether we can use the pricing errors as indicators of mispricing. We test whether ...