Bond pricing and yield curve modelling: a structural approach
Material type:
TextOriginal language: Spanish Publisher: New York ; Cambridge University Press ; 2018Description: 752 pISBN: 978-1-107-16585-4Subject(s): Bonos | Efectos públicos | Inversiones | Mercado de bonos | Modelos econométricosLOC 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.
| Item type | Current location | Call number | Status | Date due | Barcode |
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Libros
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Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/4651/R43/2018 (Browse shelf) | 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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