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Yield Curves and Forward Curves for Diffusion Models of Short Rates
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms.
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. The methods it describes differ from those usually found in the literature in that the time variable is not the term to maturity but the interest rate duration, or another convenient non-linear transformation of terms.
Additional information
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Book information
Edition
1st Edition
ISBN [Hardcover]
9783030154998
ISBN [Softcover]
9783030155025
Publisher
Springer
Year
2019
Pages
XXIV, 230 p.
Language
English
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