Yield curves and forward curves for diffusion models of short rates
Auteur :
Medvedev, Gennady A.
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030155025
Date de publication :
14 août 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book is dedicated to the study of the term structures of the yields of zero-coupon bonds. 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.