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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

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
9783030155025
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
14.8.2020
Sivumäärä
230