Bond Pricing and Yield Curve Modeling

Bond Pricing and Yield Curve Modeling
Author :
Publisher :
Total Pages : 781
Release :
ISBN-10 : 9781107165854
ISBN-13 : 1107165857
Rating : 4/5 (857 Downloads)

Book Synopsis Bond Pricing and Yield Curve Modeling by : Riccardo Rebonato

Download or read book Bond Pricing and Yield Curve Modeling written by Riccardo Rebonato and published by . This book was released on 2018-06-07 with total page 781 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.


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