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    Yield Curve Modeling and Forecasting - 9780691146805

    • Item No : 354763546166
    • Condition : Brand New
    • Brand : No brand Info
    • Seller : books--etc
    • Current Bid : US $42.79

    • * Item Description

    • ISBN-13: 9780691146805, 978-0691146805. Yield Curve Modeling and Forecasting The Dynamic Nelson-Siegel Approach. 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 rigorous and empirically successful.
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