All ebooks by Gennady A. Medvedev in PDF and EPUB

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Add to my wish list Yield Curves and Forward Curves for Diffusion Models of Short Rates Gennady A. Medvedev 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... Publication date: 2019-05-18 Format: PDF, ePub Publisher: Springer PDF ePub Add to basket £109,99

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Yield Curves and Forward Curves for Diffusion Models of Short Rates

Gennady A. Medvedev

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...

Publication date: 2019-05-18

Format: PDF, ePub

Publisher: Springer

Add to basket

£109,99

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