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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

inbunden, 2019
Engelska
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.
Upplaga
2019 ed.
ISBN
9783030154998
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2019-05-29
Sidor
230