|
Showing 1 - 2 of
2 matches in All Departments
This book contains original readings on Reserves Management for
central banks and sovereign wealth funds. It aims to outline best
practice in respect of strategic asset allocation, facilitating
knowledge-sharing across organizations and encouraging
collaboration and dialogue between reserves and asset management
specialists in the organizations.
This Element is intended for students and practitioners as a gentle
and intuitive introduction to the field of discrete-time yield
curve modelling. I strive to be as comprehensive as possible, while
still adhering to the overall premise of putting a strong focus on
practical applications. 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-Siegel model can be retained in the
arbitrage-free framework, and a dedicated section that provides a
detailed explanation for the Joslin, Singleton, and Zhu (2011)
model.
|
You may like...
Loot
Nadine Gordimer
Paperback
(2)
R398
R330
Discovery Miles 3 300
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.