{"product_id":"a-practitioners-guide-to-discrete-time-ken-nyholm-9781108972123","title":"A Practitioner's Guide to Discrete-Time Yield Curve Modelling: With Empirical Illustrations and MATLAB Examples","description":"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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Ken Nyholm\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1108972128\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781108972123\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 01\/07\/2021\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 75\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.47lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.33d","brand":"Ken Nyholm","offers":[{"title":"Paperback","offer_id":43944151023871,"sku":"9781108972123","price":22.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_102092bd-ae5a-47f9-a12a-697fcbbc7132.jpg?v=1681502083","url":"https:\/\/www.whiterainbookhouse.com\/products\/a-practitioners-guide-to-discrete-time-ken-nyholm-9781108972123","provider":"WR Book House","version":"1.0","type":"link"}