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Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach /
Understanding 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, conducting monetary policy, and valuing capital goods. Unfortunately, most yi...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Princeton :
Princeton University Press,
©2013.
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| Colección: | Econometric and Tinbergen Institutes lectures.
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| Temas: | |
| Acceso en línea: | Texto completo |