An edition of Yield curve modeling and forecasting (2013)

Yield curve modeling and forecasting

the dynamic Nelson-Siegel approach

by

Yield curve modeling and forecasting
Francis X. Diebold, Francis X. ...
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Last edited by LC Bot
June 14, 2012 | History
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An edition of Yield curve modeling and forecasting (2013)

Yield curve modeling and forecasting

the dynamic Nelson-Siegel approach

by

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Publish Date
Publisher
Princeton University Press
Language
English

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Subjects

Mathematical models, Bonds
Edition Availability
Cover of: Yield curve modeling and forecasting
Yield curve modeling and forecasting: the dynamic Nelson-Siegel approach
2013, Princeton University Press
in English

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Book Details

Edition Notes

Includes bibliographical references and index.

Published in
Princeton
Series
The Econometric and Tinbergen Institutes lectures

Classifications

Dewey Decimal Class
332.63/2042
Library of Congress
HG4651 .D537 2013

The Physical Object

Pagination
p. cm.

ID Numbers

Open Library
OL25346972M
ISBN 13
9780691146805
LCCN
2012020360

Source records

Library of Congress MARC record

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History

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June 14, 2012 Created by LC Bot import new book