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A Practitioner's Guide to Discrete-Time Yield Curve Modelling

- With Empirical Illustrations and MATLAB Examples

Bag om A Practitioner's Guide to Discrete-Time Yield Curve Modelling

This Element is intended for students and practitioners as a gentle and intuitive introduction to the field 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781108972123
  • Indbinding:
  • Paperback
  • Sideantal:
  • 75
  • Udgivet:
  • 7. januar 2021
  • Størrelse:
  • 229x152x13 mm.
  • Vægt:
  • 236 g.
  • 8-11 hverdage.
  • 20. november 2024
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This Element is intended for students and practitioners as a gentle and intuitive introduction to the field 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.

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