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Yield Curve Modeling and Forecasting
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Pages: 223
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press

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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
Yield Curve Modeling and Forecasting Using Semiparametric Factor Dynamics
Language: en
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Authors: Wolfgang Karl Härdle
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Yield Curve Dynamics
Language: en
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Authors: Ronald J. Ryan
Categories: Business & Economics
Type: BOOK - Published: 1997 - Publisher: Global Professional Publishi

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� Invaluable to financial professionals � Breakthrough that examines both theory and practical solutions Examines both the advanced theory and practice of t
Yield Curve Modeling
Language: en
Pages: 202
Authors: Y. Stander
Categories: Business & Economics
Type: BOOK - Published: 2005-06-23 - Publisher: Springer

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This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models
Modeling and Forecasting the Yield Curve Under Model Uncertainty
Language: en
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Authors: Francesco Donati
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Type: BOOK - Published: 2009 - Publisher:

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We propose a methodology that permits to investigate and forecast the behavior of a variable and its determinants in real time, both in the time and in the freq