Glenn D Rudebusch: 1 book
Yield Curve Modeling and Forecasting
The Dynamic Nelson-Siegel Approach
Language: English
Release Date: January 15, 2013
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...
