자료유형  

 단행본

International Standard Book Number  

1400845416 (electronic bk.)

International Standard Book Number  

9781400845415 (electronic bk.)

International Standard Book Number  

9780691146805 (hardcover : alk. paper)

International Standard Book Number  

0691146802 (hardcover : alk. paper)

International Standard Book Number  

9781299051218

International Standard Book Number  

1299051219

Library of Congress Call Number  

HG4651-.D537 2013eb (Online)

Dewey Decimal Classification Number  

332.63/2042-23

Main Entry-Personal Name  

Diebold, Francis X. , 1959-

Publication, Distribution, etc. (Imprint  

Princeton : Princeton University Press, c2013

Physical Description  

1 online resource (xviii, 203 p ) : ill.

Series Statement  

The Econometric and Tinbergen Institutes lectures

Bibliography, Etc. Note  

Includes bibliographical references and index.

Summary, Etc.  

요약Understanding 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 rigorou.

Subject Added Entry-Topical Term  

Bonds Mathematical models

Subject Added Entry-Topical Term  

BUSINESS & ECONOMICS / Investments & Securities / General.

Subject Added Entry-Topical Term  

BUSINESS & ECONOMICS / Statistics.

Added Entry-Personal Name  

Rudebusch, Glenn D. , 1959-

Additional Physical Form Entry  

Print versionDiebold, Francis X., 1959- Yield curve modeling and forecasting. Princeton : Princeton University Press, c2013 9780691146805 (DLC) 2012020360 (OCoLC)792880998

Series Added Entry-Uniform Title  

Econometric and Tinbergen Institutes lectures.

Electronic Location and Access  

로그인을 한후 보실 수 있는 자료입니다.

Control Number  

joongbu:423416