{ "item_title" : "A Practitioner's Guide to Discrete-Time Yield Curve Modelling", "item_author" : [" Ken Nyholm "], "item_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.", "item_img_path" : "https://covers4.booksamillion.com/covers/bam/1/10/897/212/1108972128_b.jpg", "price_data" : { "retail_price" : "25.00", "online_price" : "25.00", "our_price" : "25.00", "club_price" : "25.00", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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