Bond pricing and yield curve modelling: a structural approach
- New York Cambridge University Press 2018
- 752 p.
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.
978-1-107-16585-4
Bonos
Efectos públicos Inversiones Mercado de bonos Modelos econométricos