000 | 00994nam a2200313Ia 4500 | ||
---|---|---|---|
000 | nam a22 7a 4500 | ||
003 | SMV | ||
005 | 20210318010239.0 | ||
008 | 210318b ||||| |||| 00| 0 spa d | ||
020 | _a978-1-107-16585-4 | ||
040 | _cSMV | ||
041 | _hspa | ||
050 | _aHG/4651/R43/2018 | ||
100 | _aRebonato, Riccardo | ||
245 | 0 | _aBond pricing and yield curve modelling: a structural approach | |
260 | _aNew York | ||
260 | _bCambridge University Press | ||
260 | _c2018 | ||
300 | _a752 p. | ||
505 | _aContiene: 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. | ||
650 | _aBonos | ||
653 | _aEfectos públicos | ||
653 | _aInversiones | ||
653 | _aMercado de bonos | ||
653 | _aModelos econométricos | ||
942 | _2lcc | ||
942 | _cLibros | ||
942 | _hHG/4651/R43/2018 | ||
999 |
_c5273 _d5273 |