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Yield Curve Modeling and Forecasting
The Dynamic Nelson-Siegel Approach
The Econometric and Tinbergen Institutes Lectures
Müügihind
€56,80
Tavaline hind
€73,84
Ühiku hind
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Ei ole saadaval
Autor Francis X. Diebold
Kirjeldus
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.
Yield Curve Modeling and Forecasting