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Bond pricing and yield curve modelling: a structural approach

By: Material type: TextTextOriginal language: Spanish Publication details: New York; Cambridge University Press; 2018Description: 752 pISBN:
  • 978-1-107-16585-4
Subject(s): LOC classification:
  • HG/4651/R43/2018
Contents:
Contiene: I. The foundations.- II. The building blocks: a first look.- III. The conditions of no-arbitrage.- IV. Solving the models.- V. The value of convexity.- VI. Excess returns.- VII. What the models tell us. Conclusions.
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Item type Current library Call number Status Barcode
Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV HG/4651/R43/2018 (Browse shelf(Opens below)) Available 00009683

Contiene: I. The foundations.- II. The building blocks: a first look.- III. The conditions of no-arbitrage.- IV. Solving the models.- V. The value of convexity.- VI. Excess returns.- VII. What the models tell us. Conclusions.

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