Bond Pricing and Yield Curve Modeling

Bond Pricing and Yield Curve Modeling
Author :
Publisher :
Total Pages : 781
Release :
ISBN-10 : 9781107165854
ISBN-13 : 1107165857
Rating : 4/5 (857 Downloads)

Book Synopsis Bond Pricing and Yield Curve Modeling by : Riccardo Rebonato

Download or read book Bond Pricing and Yield Curve Modeling 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. 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.


Bond Pricing and Yield Curve Modeling Related Books

Bond Pricing and Yield Curve Modeling
Language: en
Pages: 781
Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2018-06-07 - Publisher:

GET EBOOK

Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides read
Yield Curve Modeling and Forecasting
Language: en
Pages: 223
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press

GET EBOOK

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
Analysing and Interpreting the Yield Curve
Language: en
Pages: 407
Authors: Moorad Choudhry
Categories: Business & Economics
Type: BOOK - Published: 2019-04-15 - Publisher: John Wiley & Sons

GET EBOOK

Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key i
Yield Curve Modelling at the Bank of Canada
Language: en
Pages: 56
Authors: David Bolder
Categories: Government securities
Type: BOOK - Published: 1999 - Publisher:

GET EBOOK

Bond Pricing and Portfolio Analysis
Language: en
Pages: 486
Authors: Olivier de La Grandville
Categories: Bonds
Type: BOOK - Published: 2003-01-24 - Publisher: MIT Press

GET EBOOK

Makes accessible the most important methodological advances in bond evaluation from the past twenty years.