Nelson-Siegel model explained: Modelling yield curves (Excel)

[@NEDLeducation]

You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation

[@ducthien0224]

This helps me a lots in understanding and applying the theory! Tons of thanks!!❤

[@user-wr4yl7tx3w]

Wow, this can be done in excel

[@jonnyh.2167]

Excellent content. Thank you

[@henriqueramos6947]

Excellent content!

[@historparanaodormir]

amazing. Just a suggestion. A cubic spline Excel video

[@NEDLeducation]

Hi Rafael, and thanks for the suggestion! Definitely not a topic I am a specialist on, will have a further read in my free time :)

[@VidsAccount123]

Amazing content! Can you also do a video of its extension, the Nelson-Siegel-Svensson model?

[@akshitshetty7504]

Hi, I want to bond valuation using a matrix pricing methodology with real life example. Have you made such videos. It would be a big help for me to get such things.

[@alperyldrm4788]

Amazing. Thanks a lot.

[@christianfagerlid5419]

Great! Thank you.

[@shrutipai3613]

is NS supposed to give YTM or Spot rates ? I thought the later. If it is supposed to give spot rates, shouldn't Cell H13 be modified from "B7" to "$B$7:B7" ?

[@geewee1geewee197]

Great video! I have an excel question for you: I have some values in columns A, B and C. I need to sum values in column A if those values are between certain values in columns B and C. Say for example if B1

[@StevenMusix]

Could you please make a Video on how to valuate interest rate options (e.g swaptions) by using e.g Ho-Lee-Model?

[@evgenyt1806]

hi I am trying to calculate the Value cell the same way you do but the part of the SUM(F13/(1+B7)^$A$7:A8) makes an error that shows #VALUE!, can you explain what is the calculation and I will try to make it in a different way, Thank you for the video

[@faridabubakr5412]

use count() function after the power sign

[@gustavoc1122]

Please, could explain model BDT in EXCEL implementation ?

[@gevorgshaboyan1705]

In some of the NSS models we see two lamdas. Why are you using only one

[@llptva]

thank you for the explanation, it is much clearer for me now