Diebold, Francis X., 1959-

Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach / Francis X. Diebold and Glenn D. Rudebusch. - Princeton : Princeton University Press, c2013. - xviii, 203 p. : ill. ; 23 cm. - The Econometric and Tinbergen Institutes lectures. . - The Econometric and Tinbergen Institutes lectures. .

Includes bibliographical references and index.

9780691146805


Bonds--Mathematical models

HG4651 / .D537 2013