Gå direkte til innholdet
Yield Curves and Forward Curves for Diffusion Models of Short Rates
Spar

Yield Curves and Forward Curves for Diffusion Models of Short Rates

innbundet, 2019
Engelsk
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.
Opplag
2019 ed.
ISBN
9783030154998
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
29.5.2019
Antall sider
230