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Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

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المواصفات
الناشرPrinceton University Press
رقم الكتاب المعياري الدولي 139780691146805
رقم الكتاب المعياري الدولي 100691146802
الكاتبFrancis X. Diebold
تنسيق الكتابHardcover
اللغةEnglish
وصف الكتابOffers 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 ca
عن المؤلفFrancis X. Diebold is the Paul F. and Warren S. Miller Professor of Economics at the University of Pennsylvania and professor of finance and statistics at the university's Wharton School. Glenn D. Rudebusch is executive vice president and director of economic research at the Federal Reserve Bank of San Francisco. They are the coauthors of Business Cycles: Durations, Dynamics, and Forecasting (Princeton). Read more
تاريخ النشر15 January 2013
عدد الصفحات224 pages

Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

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