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Yield Curve Modeling And Forecasting eBook

The Dynamic Nelson-Siegel Approach

by Glenn D. Rudebusch e Francis X. Diebold
language: english
Publisher: Princeton University Press, January of 2013 ‧
63,60€
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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.

Yield Curve Modeling And Forecasting

The Dynamic Nelson-Siegel Approach

by Glenn D. Rudebusch e Francis X. Diebold

Property Description
ISBN: 9781400845415
Publisher: Princeton University Press
Release Date: January of 2013
Language: English
Format: eBook
File Format and Compatibility:
Collection: The Econometric And Tinbergen Institutes Lectures
Categories: eBooks in English > Economics, Finance and Accounting > Economy
eBooks in English > Management > Management and Organization
EAN: 9781400845415
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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