Practitioner's guide to discrete-time yield curve modelling, a: with empirical illustrations and matlab examples
Auteur :
Nyholm, Ken
Éditeur :
Cambridge University Press
ISBN :
9781108972123
Date de publication :
7 janv. 2021
Dimensions :
22,9 x 15,1 x 0,9 cm
Poids :
240 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This Element is intended for students and practitioners as a gentle and intuitive introduction to the ï¬eld of discrete-time yield curve modelling. I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications.