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