Mona Ben Salah

University of Sfax - Faculty of Economics and Management (FSEGS)

Road of Airport, Km 4

Sfax, sfax 3018

Tunisia

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Estimating Term Structure of Interest Rates: Neural Network vs One Factor Parametric Models

U of Sfax, Business and Economics Working Paper
Number of pages: 13 Posted: 12 Jun 2002
Fathi Abid and Mona Ben Salah
University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory and University of Sfax - Faculty of Economics and Management (FSEGS)
Downloads 843 (27,686)

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Neural Network, Interest Rate Term Structure, Parametric models, GMM

2.

Comparison of the Short Term Interest Rate Models: Parametric Versus Non Parametric Approach

Number of pages: 12 Posted: 11 Feb 2014 Last Revised: 21 Feb 2014
Mona Ben Salah
University of Sfax - Faculty of Economics and Management (FSEGS)
Downloads 122 (230,523)

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short term interest rate, diffusion process, GMM, Monte Carlo simulation, nonparametric estimation

3.

An Empirical Comparison of the Short Term Interest Rate Models

Number of pages: 11 Posted: 25 Feb 2014
Mona Ben Salah and Fathi Abid
University of Sfax - Faculty of Economics and Management (FSEGS) and University of Sfax, Faculty of Economic and Management Sciences, Probability & Statistics Laboratory
Downloads 40 (424,979)

Abstract:

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short term interest rate, diffusion process, GMM, Monte Carlo simulation