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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteurs principaux: | , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Princeton :
Princeton University Press,
©2013.
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| Collection: | Econometric and Tinbergen Institutes lectures.
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| Sujets: | |
| Accès en ligne: | Texto completo |