VARYING INTEREST RATES AND ANNUITIES

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dc.contributor.authorNurlanova, Viktoriya
dc.date.accessioned2024-05-03T19:46:05Z
dc.date.available2024-05-03T19:46:05Z
dc.date.issued2024-04-15
dc.description.abstractIn 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.en_US
dc.identifier.citationNurlanova, V. (2024). VARYING INTEREST RATES AND ANNUITIES. Nazarbayev University School of Sciences and Humanitiesen_US
dc.identifier.urihttp://nur.nu.edu.kz/handle/123456789/7633
dc.language.isoenen_US
dc.publisherNazarbayev University School of Sciences and Humanitiesen_US
dc.rightsAttribution-NonCommercial-ShareAlike 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/us/*
dc.subjectAnnuitiesen_US
dc.subjectVarying Interest Ratesen_US
dc.subjectType of access: Open Accessen_US
dc.titleVARYING INTEREST RATES AND ANNUITIESen_US
dc.typeCapstone Projecten_US
workflow.import.sourcescience

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