Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Diebold, Francis X., 1959- (Autor), Rudebusch, Glenn D., 1959- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, ©2013.
Colección:Econometric and Tinbergen Institutes lectures.
Temas:
Bonds > Mathematical models.
Obligations (Valeurs) > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
BUSINESS & ECONOMICS > Statistics.
Bonds > Mathematical models
Acceso en línea:Texto completo

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