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
Autores principales: Diebold, Francis X., 1959- (Autor), Rudebusch, Glenn D., 1959- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2013.
Colección:Book collections on Project MUSE.
Temas:
Bonds > Mathematical models.
BUSINESS & ECONOMICS > Statistics.
BUSINESS & ECONOMICS > Investments & Securities > General.
Obligations (Valeurs) > Modeles mathematiques.
Electronic books.
Acceso en línea:Texto completo

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