9780691146805 - yield curve modeling and forecasting: the dynamic nelson-siegel approach di diebold, francis x.; rudebusch, glenn d. (15 risultati)
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Lingua: Inglese
Editore: Princeton University Press 1/15/2013 2013
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Hardback or Cased Book. Condizione: New. Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach. Book.
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Editore: Princeton University Press, US 2013
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Hardback. Condizione: New. 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 rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
- Rilegato
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Altre immaginiLingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardcover. Condizione: Gut. 224 pp. Name and some notes on endpaper, otherwise a very well preserved copy 332 Sprache: Englisch Gewicht in Gramm: 630.
Lingua: Inglese
Editore: Princeton University Press, US 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
- Rilegato
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Hardback. Condizione: New. 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 rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Condizione: New.
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
- Rilegato
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Lingua: Inglese
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Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardcover. Condizione: Brand New. 176 pages. 8.50x0.90x5.50 inches. In Stock.
Lingua: Inglese
Editore: Princeton University Press, US 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Hardback. Condizione: New. 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 rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Lingua: Inglese
Editore: Princeton University Press, US 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
- Rilegato
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Hardback. Condizione: New. 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 rigorous and empirically successful. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
- Rilegato
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Offers an understanding of 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, struc…turing fiscal debt, and valuing capital g.
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Buch. Condizione: Neu. Yield Curve Modeling and Forecasting | The Dynamic Nelson-Siegel Approach | Francis X. Diebold (u. a.) | Buch | Einband - fest (Hardcover) | Englisch | 2013 | Princeton University Press | EAN 9780691146805 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot…]de | Anbieter: preigu Print on Demand.
Lingua: Inglese
Editore: Princeton University Press 2013
Serie: The Econometric and Tinbergen Institutes Lectures, Libro 2 di 6. Libro 2 di 6 - The Econometric and Tinbergen Institutes Lectures
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Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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 rigorous and empirically successful. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
