Title
Yield Curve Modeling And Forecasting: The Dynamic Nelsonsiegel Approach (The Econometric And Tinbergen Institutes Lectures),Used
Delivery time: 8-12 business days (International)
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 NelsonSiegel model (DNS), while the second takes this dynamic version and makes it arbitragefree (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 efficientmarkets 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 arbitragefree 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.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.