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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Diebold, Francis X., 1959- (Author), Rudebusch, Glenn D., 1959- (Author)
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, ©2013.
Series:Econometric and Tinbergen Institutes lectures.
Subjects:
Bonds > Mathematical models.
Obligations (Valeurs) > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
BUSINESS & ECONOMICS > Statistics.
Bonds > Mathematical models
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