Bond Pricing and Yield Curve Modeling

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.


Bond Pricing and Yield Curve Modeling
Language: en
Pages: 781
Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2018-06-07 - Publisher:

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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 read
Yield Curve Modeling and Forecasting
Language: en
Pages: 223
Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2013-01-15 - Publisher: Princeton University Press

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Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their derivatives, managing f
Analysing and Interpreting the Yield Curve
Language: en
Pages: 390
Authors: Moorad Choudhry
Categories: Business & Economics
Type: BOOK - Published: 2019-04-15 - Publisher: John Wiley & Sons

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Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key i
Estimating and Interpreting the Yield Curve
Language: en
Pages: 248
Authors: Nicola Anderson
Categories: Business & Economics
Type: BOOK - Published: 1996-06-04 - Publisher:

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A yield curve is a graph indicating the term structure of interest rates by plotting the yields of all bonds of the same quality. This book provides a thorough
Yield Curve Modelling at the Bank of Canada
Language: en
Pages: 56
Authors: David Bolder
Categories: Government securities
Type: BOOK - Published: 1999 - Publisher:

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