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Yield Curve Modeling And Forecasting
The Dynamic Nelson-Siegel Approach
idioma: inglês
Editor:
Princeton University Press, Janeiro de 2013 ‧
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64,89€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780691146805 |
| Editor: | Princeton University Press |
| Data de Lançamento: | Janeiro de 2013 |
| Idioma: | Inglês |
| Dimensões: | 140 x 216 x 20 mm |
| Encadernação: | Capa dura |
| Páginas: | 224 |
| Tipo de produto: | Livro |
| Coleção: | The Econometric And Tinbergen Institutes Lectures |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9780691146805 |
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