Rebonato, Riccardo

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

HG/4651/R43/2018