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A Practitioner\'s Guide to Discrete-Time Yield Curve Modelling, Paperback/Ken Nyholm - Cambridge University Press


A Practitioner\'s Guide to Discrete-Time Yield Curve Modelling, Paperback/Ken Nyholm
140 Lei

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(10-09-2024)
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This Element is intended for students and practitioners as a gentle and intuitive introduction to the field of Discrete-Time Yield Curve modelling.
In addition to a thorough description of the Nelson-Siegel family of model, the Element contains a section on the intuitive relationship between P and Q measures, one on how the structure of a Nelson-Sieg.
I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications.
This Element is intended for students and practitioners as a gentle and intuitive introduction to the field of Discrete-Time Yield Curve modelling


Uneori, aceste descrieri pot contine inadvertente. De asemenea, imaginea este informativa si poate contine accesorii neincluse in pachetele standard.
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