Yield curve modeling and forecasting: the dynamic nelson-siegel approach
Auteur :
Diebold, Francis X. / Rudebusch, Glenn D.
Éditeur :
Princeton University Press
ISBN :
9780691146805
Date de publication :
15 janv. 2013
Dimensions :
21,6 x 14,0 cm
Poids :
28 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
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.