Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach by Francis X. Diebold, Glenn D. Rudebusch

Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach

Econometric and Tinbergen Institutes Lectures

Francis X. Diebold, Glenn D. Rudebusch

224 pages missing pub info (editions)

nonfiction business economics mathematics informative medium-paced
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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 poli...

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