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Yield Curve Modeling
Y. Stander
This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list of yield curve models are shown and discussed. Using actual market instruments, these models are then applied and the different...

Editeur : Palgrave Macmillan
Parution : 2005-06-23
Collection : Finance and Capital Markets Series
PDF

252,14 €