Bond Pricing and Yield Curve Modeling A Structural Approach |
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| Author:
| Rebonato, Riccardo |
| ISBN: | 978-1-316-69416-9 |
| Publication Date: | May 2018 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital (delivered electronically) |
| List Price: | USD $225.00 |
Book Description:
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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.
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.