Bond Pricing And Yield Curve Modeling
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Bond Pricing and Yield Curve Modeling
Author | : Riccardo Rebonato |
Publisher | : |
Total Pages | : 781 |
Release | : 2018-06-07 |
Genre | : Business & Economics |
ISBN | : 1107165857 |
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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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