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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach - The Econometric and Tinbergen Institutes Lectures
Francis X. Diebold
Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach - The Econometric and Tinbergen Institutes Lectures
Francis X. Diebold
Offers an understanding of the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing financial risk, allocating portfolios, structuring fiscal debt, and valuing capital goods. This title contains essential tools for academics, central banks, and more.
224 pages, 12 line illus. 6 tables.
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | January 15, 2013 |
ISBN13 | 9780691146805 |
Publishers | Princeton University Press |
Pages | 224 |
Dimensions | 148 × 221 × 20 mm · 380 g |
Language | English |
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