Name: Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectures)
Brand: Francis X. Dieboldglenn D. Rudebusch
Price: 2428.58 ZAR
Availability: InStock
Rating: 3 (4 reviews)

Deliver to South Africa

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Reviews

S**L

This book was able to formulate in my mind the premise of the curve.

A substantially high level of math is required to interpret and apply these concepts. I was unaware of this when i bought this book and thought that my current masters level calculus and statistics would suffice. However I was wrong and I am currently attempting to return to my mathematical root and advance my mathematical acumen before proceeding further with this book. I do believe however from what i was able to gleam from my reading that once one able to acquire the necessary mathematical acumen, it would provide and advantage with respect to application, as opposed to a conceptual understanding.

21.03.2019

J**O

Basic

It includes online the basics

24.06.2019

H**N

Five Stars

great

2.05.2018

M**E

It's collection of all diebold's paper

nothing more than that, it's a summary of his papers, but it's very detail, and very broad introduction to Nelson Siegel Type Models

21.11.2013

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