Nelson-Siegel model for estimation of term structure of interest rates [Modelo de Charles B. Nelson y Andrew F. Siegel para la estimación de la estructura temporal de tasas de interés]

This article explains the mathematical and market approaches that were considered for the creation of the model of estimation of the term structure of interest rates. Additionally a methodology is presented by which the model object of study is applied, making use of 7 Colombian public debt securiti...