A comprehensive coverage of yield curve modelling techniques, focussing on the most well-known discrete-time models used by practitioners.
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Da: BooksRun, Philadelphia, PA, U.S.A.
Paperback. Condizione: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Codice articolo 1108972128-8-1
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 42098674-n
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Da: BargainBookStores, Grand Rapids, MI, U.S.A.
Paperback or Softback. Condizione: New. A Practitioner's Guide to Discrete-Time Yield Curve Modelling. Book. Codice articolo BBS-9781108972123
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Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9781108972123
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Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition. Codice articolo 42098674
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. This Element is intended for students and practitioners as a gentle and intuitive introduction to the eld of discrete-time yield curve modelling. I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications. In addition to a thorough description of the Nelson-Siegel family of model, the Element contains a section on the intuitive relationship between P and Q measures, one on how the structure of a Nelson-Siegel model can be retained in the arbitrage-free framework, and a dedicated section that provides a detailed explanation for the Joslin, Singleton, and Zhu (2011) model. This Element is intended for students and practitioners as a gentle and intuitive introduction to the eld of discrete-time yield curve modelling. I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781108972123
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Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. 75 pages. 9.25x6.25x0.50 inches. In Stock. This item is printed on demand. Codice articolo __1108972128
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Da: Chiron Media, Wallingford, Regno Unito
PF. Condizione: New. Codice articolo 6666-IUK-9781108972123
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Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In. Codice articolo ria9781108972123_new
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Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9781108972123
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