Yield Curves and Forward Curves for Diffusion Models of Short Rates
Gennady A. Medvedev
Springer Nature Switzerland AG, 2019
145,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783030154998
- ISBN-10
- 3030154998
- Publisher
- Springer Nature Switzerland AG
- Year
- 2019
- Publication date
- 2019-05-29
- Pages
- 230
- Dimensions
- 235x155x