Ebook: Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Author: Diebold Francis X., Rudebusch Glenn D.
- Tags: Bonds -- Mathematical models
- Series: Econometric and Tinbergen Institutes lectures.
- Year: 2017
- Publisher: Princeton University Press
- Language: English
- epub
Based on the Econometric and Tinbergen Institutes Lectures, this work contains essential tools with enhanced utility for academics, central banks, governments, and industry. The book explores yield curve modellingand forecasting in depth.