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Yield Curves and Forward Curves for Diffusion Models of Short Rates
Tallenna

Yield Curves and Forward Curves for Diffusion Models of Short Rates

sidottu, 2019
englanti
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. This makes it possible to consider yield curves not only for a limited interval of term values, but also for the entire positive semiaxis of terms.
Painos
2019 ed.
ISBN
9783030154998
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
29.5.2019
Sivumäärä
230