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Yield Curve Modeling and Forecasting
- The Dynamic Nelson-Siegel Approach
Engelsk Hardback

Yield Curve Modeling and Forecasting

- The Dynamic Nelson-Siegel Approach
Engelsk Hardback

408 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
224
ISBN-13:
9780691146805
Indbinding:
Hardback
Udgave:
ISBN-10:
0691146802
Udg. Dato:
15 jan 2013
Længde:
20mm
Bredde:
148mm
Højde:
221mm
Forlag:
Princeton University Press
Oplagsdato:
15 jan 2013
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