Bond Pricing and Yield Curve Modeling
Author | : Riccardo Rebonato |
Publisher | : |
Total Pages | : 781 |
Release | : 2018-06-07 |
ISBN-10 | : 9781107165854 |
ISBN-13 | : 1107165857 |
Rating | : 4/5 (54 Downloads) |
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.