Yield Curve Modeling And Forecasting?

Published: 26 December 2012
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Offers an understanding of 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, and valuing capital goods. This title contains essential tools for academics, central banks, and more.
Published: 26 December 2012

Country of Origin : United States
Illustrations : 12 Line Illus. 6 Tables.
Number Of Pages : 224
Year of Publication : 2013

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Catalogue No: 0691146802