Mohlo by sa vám tiež páčiť

Viac informácií o knihe Yield Curve Modeling and Forecasting

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 149 bodov

Anotácia knihy

Understanding 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, conducting monetary policy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. In this book, Francis Diebold and Glenn Rudebusch propose two extensions of the classic yield curve model of Nelson and Siegel that are both theoretically rigorous and empirically successful. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Economic theory & philosophy

• Celý názov: Yield Curve Modeling and Forecasting
• Autor: Francis Diebold
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 224
• EAN: 9780691146805
• ISBN: 0691146802
• ID: 01205283
• Nakladateľ: Princeton University Press
• Hmotnosť: 380 g
• Rozmery: 221 × 148 × 20 mm
• Dátum vydania: 15. January 2013

Obľúbené z iného súdka

---

---

---