Bond pricing and yield curve modelling: a structural approach
Material type:
- 978-1-107-16585-4
- 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.
Item type | Current library | Call number | Status | Barcode | |
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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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