Yield Curve Modeling Forecasting by Diebold Francis (21 results)
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: WeBuyBooks, Rossendale, LANCS, United KingdomWeBuyBooks
Contact seller5-star sellerCondition: Used - As new
£ 15.21
£ 4.18 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
hardcover. Condition: Like New. Most items will be dispatched the same or the next working day. An apparently unread copy in perfect condition. Dust cover is intact with no nicks or tears. Spine has no signs of creasing. Pages are clean and not marred by notes or folds of any kind.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: medimops, Berlin, Germanymedimops
Contact seller5-star sellerCondition: Used - As new
£ 27.84
£ 17.11 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: as new. Wie neu/Like new.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
£ 45.71
£ 4.16 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
£ 50.76
£ 1.95 shippingShips within U.S.A.Quantity: 2 available
Condition: New.
Language: English
Published by Princeton University Press, US, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
£ 54.03
Free ShippingShips within U.S.A.Quantity: Over 20 available
Hardback. Condition: New. Understanding 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, conducting monetary policy, and valuing capital goods. Unfortunately, most yield…curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. 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. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
- First Edition
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
Contact seller5-star sellerCondition: New
£ 46.19
£ 8.13 shippingShips from Ireland to U.S.A.Quantity: 1 available
Condition: New. 2013. 1st Edition. Hardcover. 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 e…ssential tools for academics, central banks, and more. Series: The Econometric and Tinbergen Institutes Lectures. Num Pages: 224 pages, 12 line illus. 6 tables. BIC Classification: KCA; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 221 x 148 x 20. Weight in Grams: 380. . . . . .
More imagesLanguage: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Buchkanzlei, Bremen, GermanyBuchkanzlei
Contact seller5-star sellerCondition: Used - Very good
£ 32.08
£ 28.24 shippingShips from Germany to U.S.A.Quantity: 1 available
Hardcover. Condition: Gut. 224 pp. Name and some notes on endpaper, otherwise a very well preserved copy 332 Sprache: Englisch Gewicht in Gramm: 630.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 60.32
£ 1.95 shippingShips within U.S.A.Quantity: 2 available
Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contact seller5-star sellerCondition: New
£ 54.87
£ 7.76 shippingShips within U.S.A.Quantity: 1 available
Condition: New. 2013. 1st Edition. Hardcover. 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 e…ssential tools for academics, central banks, and more. Series: The Econometric and Tinbergen Institutes Lectures. Num Pages: 224 pages, 12 line illus. 6 tables. BIC Classification: KCA; KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 221 x 148 x 20. Weight in Grams: 380. . . . . . Books ship from the US and Ireland.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
£ 49.53
£ 11.98 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Condition: New. In English.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
£ 54.11
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
Contact seller5-star sellerCondition: New
£ 54.82
£ 14.76 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardback. Condition: New. New copy - Usually dispatched within 4 working days.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 63.54
£ 15.00 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton Univ Pr, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 74.54
£ 10.00 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Hardcover. Condition: Brand New. 176 pages. 8.50x0.90x5.50 inches. In Stock.
Language: English
Published by Princeton University Press, US, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
£ 54.12
£ 36.94 shippingShips within U.S.A.Quantity: Over 20 available
Hardback. Condition: New. Understanding 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, conducting monetary policy, and valuing capital goods. Unfortunately, most yield…curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. 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. The first extension is the dynamic Nelson-Siegel model (DNS), while the second takes this dynamic version and makes it arbitrage-free (AFNS). Diebold and Rudebusch show how these two models are just slightly different implementations of a single unified approach to dynamic yield curve modeling and forecasting.They emphasize both descriptive and efficient-markets aspects, they pay special attention to the links between the yield curve and macroeconomic fundamentals, and they show why DNS and AFNS are likely to remain of lasting appeal even as alternative arbitrage-free models are developed. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: Studibuch, Stuttgart, GermanyStudibuch
Contact seller5-star sellerCondition: Used - Very good
£ 26.77
£ 69.06 shippingShips from Germany to U.S.A.Quantity: 1 available
hardcover. Condition: Gut. 224 Seiten; 9780691146805.3 Gewicht in Gramm: 500.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermanyBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contact seller5-star sellerCondition: Used - Very good
£ 166.59
£ 34.19 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: gut. 2013. Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectures) In englischer Sprache. pages.
Language: English
Published by Princeton Univ Pr, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
- Print on Demand
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 54.35
£ 10.00 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Hardcover. Condition: Brand New. 176 pages. 8.50x0.90x5.50 inches. In Stock. This item is printed on demand.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 56.33
£ 41.92 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, struct…uring fiscal debt, and valuing capital g.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
- Print on Demand
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
£ 58.48
£ 59.90 shippingShips from Germany to U.S.A.Quantity: 5 available
Buch. Condition: Neu. Yield Curve Modeling and Forecasting | The Dynamic Nelson-Siegel Approach | Francis X. Diebold (u. a.) | Buch | Einband - fest (Hardcover) | Englisch | 2013 | Princeton University Press | EAN 9780691146805 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]…de | Anbieter: preigu Print on Demand.
Language: English
Published by Princeton University Press, 2013
Series: Book 2 of 6 - The Econometric and Tinbergen Institutes Lectures
- Hardcover
- Print on Demand
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 69.84
£ 53.29 shippingShips from Germany to U.S.A.Quantity: 1 available
Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Understanding 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, conducting monetary p…olicy, and valuing capital goods. Unfortunately, most yield curve models tend to be theoretically rigorous but empirically disappointing, or empirically successful but theoretically lacking. 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. Based on the Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility for academics, central banks, governments, and industry.
