Modeling the Term Structure of Interest Rates Across Countries Год выпуска: 2009Автор: Stan MaesИздательство: LAP Lambert Academic PublishingСтраниц: 264ISBN: 9783838301181Описание An understanding of the stochastic behaviour of yields is important for the conduct of monetary policy, the financing of public debt, the expectations of real economic activity and inflation, the risk management of a portfolio of securities, and the valuation of interest rate derivatives. It is, therefore, not surprising that the study of yield curve dynamics is occupying such a prominent and unique place in theoretical and empirical macroeconomics and finance.
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Сергей, 01.06 Спасибо большое за оперативность! сегодня преподу все скинули. надеюсь его все устроит
