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Yield Curves and Forward Curves for Diffusion Models of Short Rates
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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.
Opplag
2019 ed.
ISBN
9783030155025
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
14.8.2020
Antall sider
230