Yield Curves and Forward Curves for Diffusion Models of Short Rates

(Bog, Hardback, Engelsk)
Forfatter: Gennady A. Medvedev

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Beskrivelse

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.

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Forlag Springer Nature Switzerland AG
Forfatter Gennady A. Medvedev
Type Bog
Format Hardback
Sprog Engelsk
Udgave 2019 ed.
Udgivelsesdato 29-05-2019
Første udgivelsesår 2019
Illustrationer 9 Illustrations, color; 49 Illustrations, black and white
Originalsprog Switzerland
Sideantal 230
Indbinding Hardback
Forlag Springer Nature Switzerland AG
Sideoplysninger 230 pages, 9 Illustrations, color; 49 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9783030154998