Yield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach (The Econometric and Tinbergen Institutes Lectures)

A substantially high level of math is required to interpret and apply these concepts. I was unaware of this when i bought this book and thought that my current masters level calculus and statistics would suffice. However I was wrong and I am currently attempting to return to my mathematical root and advance my mathematical acumen before proceeding further with this book. I do believe however from what i was able to gleam from my reading that once one able to acquire the necessary mathematical acumen, it would provide and advantage with respect to application, as opposed to a conceptual understanding.

It includes online the basics

great

nothing more than that, it's a summary of his papers, but it's very detail, and very broad introduction to Nelson Siegel Type Models