Téléchargez le livre : Yield Curves and Forward Curves for Diffusion Models of Short Rates

Yield Curves and Forward Curves for Diffusion Models of Short Rates



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Springer


Paru le : 2019-05-18



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Description


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 makes it possible to consider yield curves not only for a limited interval of term values, but also for the entire positive semiaxis of terms. 


The main focus is the comparative analysis of yield curves and forward curves and the analytical study of their features. Generalizations of yield term structures are studied where the dimension of the state space of the financial market is increased. In cases where the analytical approach is too cumbersome, or impossible, numerical techniques are used. 
This book will be of interest to financial analysts, financial market researchers, graduate students and PhD students.
Pages
230 pages
Collection
n.c
Parution
2019-05-18
Marque
Springer
EAN papier
9783030154998
EAN PDF
9783030155001
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
23
Taille du fichier
5980 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
126,59 €
EAN EPUB
9783030155001
Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
23
Taille du fichier
13414 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
126,59 €

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