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Yield Curve Modeling and Forecasting

By: Francis X. Diebold (Author) , Glenn D. Rudebusch (Author)

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Ksh 9,200.00

Format: Hardback or Cased Book

ISBN-13: 9780691146805

Publisher: Princeton University Press

Publication Date: Jan 15th, 2013

Weight: 380 grams

Dimension: 22.10 x 14.80 x 2.00 cms

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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.

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