{"product_id":"a-practitioners-guide-to-discrete-time-yield-curve-modelling","title":"A Practitioner's Guide to Discrete-Time Yield Curve Modelling","description":"\u003cp\u003eThis 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.\u003c\/p\u003e","brand":"Cambridge University Press Bookshop","offers":[{"title":"Default Title","offer_id":56669841359234,"sku":"9781108972123","price":18.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0475\/2031\/7597\/files\/9781108972123i.jpg?v=1779717135","url":"https:\/\/www.cambridgebookshop.co.uk\/products\/a-practitioners-guide-to-discrete-time-yield-curve-modelling","provider":"Cambridge University Press Bookshop","version":"1.0","type":"link"}