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Rudebusch, Glenn D.

Libros de: Rudebusch, Glenn D.

Mostrando 1 libros encontrados. (1 páginas).

  • Yield Curve Modeling and Forecasting? "The Dynamic Nelson-Siegel Approach"

    Yield Curve Modeling and Forecasting? "The Dynamic Nelson-Siegel Approach"

    Diebold, Francis X. Rudebusch, Glenn D.

    Princeton University Press (2012)

    valoración

    • EAN: 9780691146805
    • Páginas: 224
    • Fecha de edición: 2012

    pvp.37,80 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    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 ...