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Bond Pricing and Yield Curve Modeling: A Structural Approach
Bond Pricing and Yield Curve Modeling A Structural Approach
Author: Riccardo Rebonato
In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical findings that have appeared in the literature of the last decade, and introduces th...  more »
ISBN-13: 9781107165854
ISBN-10: 1107165857
Publication Date: 7/12/2018
Pages: 776
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Publisher: Cambridge University Press
Book Type: Hardcover
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