Central Bank of Nigeria Library

Mathematical modeling of Nigeria's zero-coupon yield curve/

Mathematical modeling of Nigeria's zero-coupon yield curve/ - Abuja, Nigeria Central Bank of Nigeria 2014 - Central Bank of Nigeria, Research Department. Occassional paper no. 52 .

Includes bibliographical references.

This study seeks to calibrate and fit Nigeria's zero-coupon bond yield curve. it also seeks to explore various ways in which the zero-coupon yield curve could be beneficial to the banking and financial system

2384-5082


Liquidity management
Monetary policy


Nigeria

332.46'09669 / MAT