Yield Curves and Forward Curves for Diffusion Models of Short Rates - Image 1

£56.23

Springer Yield Curves and Forward Curves for Diffusion Models of Short Rates

Name: Yield Curves and Forward Curves for Diffusion Models of Short Rates
Brand: Springer
Price: 61.83 GBP
Availability: InStock

Econometrics

Price History & Forecast

Last 18 days • 18 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 18 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £59 (12 days, 66.7%)

Price range: £56 - £62

Price levels: 3 different prices over 18 days

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.

Product Specifications

Brand: Springer
Format: Hardcover
ASIN: 3030154998
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 29 May 2019
Listed Since: 12 February 2019

Barcode

No barcode data available

Springer Yield Curves and Forward Curves for Diffusion Models of Short Rates

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Yield Curves and Forward Curves for Diffusion Models of Short Rates

Term-Structure Models: A Graduate Course (Springer Finance)

Term-Structure Models: A Graduate Course (Springer Finance)

The Yield Curve and Financial Risk Premia: Implications for Monetary Policy: 654 (Lecture Notes in Economics and Mathematical Systems, 654)

Dynamic Asset Allocation with Forwards and Futures

Yield Curve Modeling (Finance and Capital Markets Series)

Derivative Securities and Difference Methods (Springer Finance)

Empirically Effective Government and Corporate Bond Pricing Models: Yield Curves and Default Curves

Financial Mathematics, Derivatives and Structured Products

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Bond Markets: Structures and Yield Calculations

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution, Transition, and Implementation (Applied Quantitative Finance)

Yield Curve Modeling (Finance and Capital Markets Series)

Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective (Springer Finance)

Analysing and Interpreting the Yield Curve (Wiley Finance)

Interest Rate Modeling: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)

Credit Risk: Modeling, Valuation and Hedging (Springer Finance)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)