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Yield Curve Modeling and Forecasting

The Dynamic Nelson-Siegel Approach

by Glenn D. Rudebusch, Francis X. Diebold

Princeton University Press · 2013

₹3,291

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About this book

Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach by Glenn D. Rudebusch & Francis X. Diebold is a 224-page book published by Princeton University Press in 2013. It belongs to the The Econometric and Tinbergen Institutes lectures series.

The book deals with Mathematical models and Bonds.

About the author: Francis X. Diebold (born 1959).

Book details

ISBN-13
9780691146805
ISBN-10
0691146802
Authors
Glenn D. Rudebusch, Francis X. Diebold
Publisher
Princeton University Press
Author dates
Francis X. Diebold (born 1959)
Published
2013
Series
The Econometric and Tinbergen Institutes lectures
Pages
224
Language
English
Condition
New
Subject
Mathematical models

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