Bond Pricing and Yield Curve Modeling
Download or Read eBook Bond Pricing and Yield Curve Modeling PDF written by Riccardo Rebonato and published by . This book was released on 2018-06-07 with total page 781 pages. Available in PDF, EPUB and Kindle.
| Author | : Riccardo Rebonato |
| Publisher | : |
| Total Pages | : 781 |
| Release | : 2018-06-07 |
| ISBN-10 | : 9781107165854 |
| ISBN-13 | : 1107165857 |
| Rating | : 4/5 (54 Downloads) |
Book Synopsis Bond Pricing and Yield Curve Modeling by : Riccardo Rebonato
Book excerpt: Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
