Coverart for item
The Resource Bond pricing and yield-curve modelling : a structural approach, Riccardo Rebonato

Bond pricing and yield-curve modelling : a structural approach, Riccardo Rebonato

Label
Bond pricing and yield-curve modelling : a structural approach
Title
Bond pricing and yield-curve modelling
Title remainder
a structural approach
Statement of responsibility
Riccardo Rebonato
Creator
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
UkCbUP
http://library.link/vocab/creatorName
Rebonato, Riccardo
Dewey number
332.6323
Index
index present
LC call number
HG4521
LC item number
.R43 2018
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/subjectName
  • Bonds
  • Investments
  • Government securities
  • Bond market
Label
Bond pricing and yield-curve modelling : a structural approach, Riccardo Rebonato
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 29 May 2018)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781316694169
Extent
1 online resource (xxvii, 752 pages)
Form of item
online
Isbn
9781316694169
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
Label
Bond pricing and yield-curve modelling : a structural approach, Riccardo Rebonato
Publication
Note
Title from publisher's bibliographic system (viewed on 29 May 2018)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781316694169
Extent
1 online resource (xxvii, 752 pages)
Form of item
online
Isbn
9781316694169
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote

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