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Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach / [electronic resource]
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| 자료유형 | E-Book |
|---|---|
| 개인저자 | Diebold, Francis X., 1959- Rudebusch, Glenn D., 1959- |
| 서명/저자사항 | Yield curve modeling and forecasting[electronic resource] :the dynamic Nelson-Siegel approach /Francis X. Diebold, Glenn D. Rudebusch. |
| 발행사항 | Princeton : Princeton University Press, c2013 |
| 형태사항 | 1 online resource (xviii, 203 p. ) : ill. |
| 총서사항 | The Econometric and Tinbergen Institutes lectures |
| ISBN | 1400845416 (electronic bk.) 9781400845415 (electronic bk.) |
| 서지주기 | Includes bibliographical references and index. |
| 요약 | 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 rigorou. |
| 일반주제명 | Bonds -- Mathematical models. BUSINESS & ECONOMICS / Investments & Securities / General. BUSINESS & ECONOMICS / Statistics. |
| 언어 | 영어 |
| 기타형태 저록 | Print version:Diebold, Francis X., 1959-Yield curve modeling and forecasting.Princeton : Princeton University Press, c20139780691146805 |
| 대출바로가기 | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=484849 |
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| No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
|---|---|---|---|---|---|---|---|---|
| 1 | WE00002877 | 332.63/2042 | 가야대학교/전자책서버(컴퓨터서버)/ | 대출가능 |
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