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Yield Curve Modeling and Forecasting - Francis X. Diebold - Bog

- The Dynamic Nelson-Siegel Approach

Bag om Yield Curve Modeling and Forecasting

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780691146805
  • Indbinding:
  • Hardback
  • Sideantal:
  • 224
  • Udgivet:
  • 15. januar 2013
  • Størrelse:
  • 148x221x20 mm.
  • Vægt:
  • 380 g.
  • 8-11 hverdage.
  • 7. december 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Yield Curve Modeling and Forecasting

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.

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