Yield Curve Modeling and Forecasting

The Dynamic Nelson-Siegel Approach

The Econometric and Tinbergen Institutes Lectures

Preço de venda €56,80 Preço normal €73,84
Pristatymas gali užtrukti 2-3 sav.

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224 psl.

2013 m.

Kietas viršelis

Código de barras: 9780691146805
Descrição

Offers an understanding of 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, and valuing capital goods. This title contains essential tools for academics, central banks, and more.