Boekstra - Rebonato, Riccardo - Bond Pricing and Yield Curve Modeling

Bond Pricing and Yield Curve Modeling

A Structural Approach

Rebonato, Riccardo - Bond Pricing and Yield Curve Modeling

Rebonato, Riccardo - Bond Pricing and Yield Curve Modeling

Description

Rebonato gives an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds.

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Writer: Rebonato, Riccardo
Title: Bond Pricing and Yield Curve Modeling
Publisher: Cambridge University Press

Year: 2018
Language: English
Pages: 776
Weight: 1284 gr

EAN: 9781107165854
Dimensions: 228 x 152 x 41 mm
Binding format: Gebonden

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