Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectu

Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectu

by Francis X. Diebold
  • List Price: $46.95
  • ISBN-10: 0691146802
  • ISBN-13: 9780691146805
  • Edition: 1st
  • Type: Hardcover
  • Publisher: Princeton University Press

About The Book

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives,... Read more

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