Empirically effective government and corporate bond pricing models: yield curves and default curves
Auteur :
Kariya, Takeaki / Yamamura, Yoshiro
Éditeur :
Springer Nature Switzerland AG
ISBN :
9789819611034
Date de publication :
1 juin 2025
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book presents a comprehensive, innovative, integrated, and empirically effective system for cross-sectionally analyzing prices of government bonds (GBs) and corporate bonds (CBs) to timely obtain practically useful information on yield curves and default curves.