Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach - The Econometric and Tinbergen Institutes Lectures - Francis X. Diebold - Books - Princeton University Press - 9780691146805 - January 15, 2013
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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach - The Econometric and Tinbergen Institutes Lectures

Francis X. Diebold

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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach - The Econometric and Tinbergen Institutes Lectures

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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