eBook - PDF

Bond Pricing and Yield Curve Modeling

Name: Bond Pricing and Yield Curve Modeling
ISBN: 9781316731024

A Structural Approach

Riccardo Rebonato,

English
PDF
Available on iOS & Android

eBook - PDF

Bond Pricing and Yield Curve Modeling

A Structural Approach

Riccardo Rebonato,

About this book

In this book, well-known expert Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical findings that have appeared in the literature of the last decade, and introduces the 'structural' models that are used by central banks, institutional investors, sovereign wealth funds, academics, and advanced practitioners to model the yield curve, to answer policy questions, to estimate the magnitude of the risk premium, to gauge market expectations, and to assess investment opportunities. Rebonato weaves precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.

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Yes, you can access Bond Pricing and Yield Curve Modeling by Riccardo Rebonato in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.