Yield Curve Modeling and Forecasting The Dynamic Nelson-Siegel Approach |
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| Author:
| Diebold, Francis X.
Rudebusch, Glenn D. |
| Series title: | The Econometric and Tinbergen Institutes Lectures |
| ISBN: | 978-0-691-14680-5 |
| Publication Date: | Mar 2013 |
| Publisher: | Princeton University Press
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| Book Format: | Hardback |
| List Price: | AUD $89.99 |
Book Description:
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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.
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.