| LDR | | 03219cmm uu200661La 4500 |
| 001 | | 000000301957 |
| 003 | | OCoLC |
| 005 | | 20230519144216 |
| 006 | | m o d |
| 007 | | cr |n| |
| 008 | | 130115s2013 nju ob 001 0 eng d |
| 019 | |
▼a 830021139 |
| 020 | |
▼a 1400845416 (electronic bk.) |
| 020 | |
▼a 9781400845415 (electronic bk.) |
| 020 | |
▼z 9780691146805 (hardcover : alk. paper) |
| 020 | |
▼z 0691146802 (hardcover : alk. paper) |
| 020 | |
▼z 9781299051218 |
| 020 | |
▼z 1299051219 |
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▼a AU@
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▼a DEBSZ
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| 035 | |
▼a (OCoLC)824488901 |
| 037 | |
▼a 436371
▼b MIL |
| 037 | |
▼a 22573/ctt1chbx5
▼b JSTOR |
| 040 | |
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▼d 248032 |
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▼a K4RA |
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▼b .D537 2013eb (Online) |
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▼a 332.63/2042
▼2 23 |
| 100 | 1 |
▼a Diebold, Francis X.,
▼d 1959- |
| 245 | 10 |
▼a Yield curve modeling and forecasting
▼h [electronic resource] :
▼b the dynamic Nelson-Siegel approach /
▼c Francis X. Diebold, Glenn D. Rudebusch. |
| 260 | |
▼a Princeton :
▼b Princeton University Press,
▼c c2013 |
| 300 | |
▼a 1 online resource (xviii, 203 p. ) :
▼b ill. |
| 336 | |
▼a text
▼b txt
▼2 rdacontent |
| 337 | |
▼a computer
▼b c
▼2 rdamedia |
| 338 | |
▼a online resource
▼b cr
▼2 rdacarrier |
| 490 | 1 |
▼a The Econometric and Tinbergen Institutes lectures |
| 504 | |
▼a Includes bibliographical references and index. |
| 520 | |
▼a 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. |
| 588 | |
▼a Description based on print version record. |
| 650 | 0 |
▼a Bonds
▼x Mathematical models. |
| 650 | 7 |
▼a BUSINESS & ECONOMICS / Investments & Securities / General.
▼2 bisacsh |
| 650 | 7 |
▼a BUSINESS & ECONOMICS / Statistics.
▼2 bisacsh |
| 655 | 4 |
▼a Electronic books. |
| 700 | 1 |
▼a Rudebusch, Glenn D.,
▼d 1959- |
| 776 | 08 |
▼i Print version:
▼a Diebold, Francis X., 1959-
▼t Yield curve modeling and forecasting.
▼d Princeton : Princeton University Press, c2013
▼z 9780691146805
▼w (DLC) 2012020360
▼w (OCoLC)792880998 |
| 830 | 0 |
▼a Econometric and Tinbergen Institutes lectures. |
| 856 | 40 |
▼3 EBSCOhost
▼u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=484849 |
| 938 | |
▼a YBP Library Services
▼b YANK
▼n 9958982 |
| 938 | |
▼a EBSCOhost
▼b EBSC
▼n 484849 |
| 938 | |
▼a Coutts Information Services
▼b COUT
▼n 24685660 |
| 938 | |
▼a ebrary
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▼n ebr10640069 |
| 938 | |
▼a Ingram Digital eBook Collection
▼b IDEB
▼n cis24685660 |
| 990 | |
▼a 관리자 |
| 994 | |
▼a 92
▼b K4R |