Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach 9781400845415, 1400845416

Based on the Econometric and Tinbergen Institutes Lectures, this work contains essential tools with enhanced utility for

565 81 5MB

English Year 2017

Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
9781400845415, 1400845416

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial

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In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expecta

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Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely chan

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Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a te

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Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a te

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Carbon moves through the atmosphere, through the oceans, onto land, and into ecosystems. This cycling has a large effect

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This book describes a powerful and flexible technique for the modeling of behavior, based on evolutionary principles. Th

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This Element is intended for students and practitioners as a gentle and intuitive introduction to the ﬁeld of discrete-t

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This series of books collects a diverse array of work that provides the reader with theoretical and applied information

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Learn to sew a wardrobe of confidence-boosting clothes with Sewing the Curve, even if you've never picked up a need

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