A Practitioner's Guide to Discrete-Time Yield Curve Modelling: With Empirical Illustrations and MATLAB Examples (Elements in Quantitative Finance) - Softcover
Book 3 of 3: Elements in Quantitative Finance
Synopsis
A comprehensive coverage of yield curve modelling techniques, focussing on the most well-known discrete-time models used by practitioners.
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling (Elements in Quantitative Finance)
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Cambridge University Press (edition ), 2021
ISBN 10: 1108972128
ISBN 13: 9781108972123
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Practitioner's Guide to Discrete-time Yield Curve Modelling : With Empirical Illustrations and Matlab Examples
Published by
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ISBN 10: 1108972128
ISBN 13: 9781108972123
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling (Paperback or Softback)
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling (Elements in Quantitative Finance)
Published by
Cambridge University Press, 2021
ISBN 10: 1108972128
ISBN 13: 9781108972123
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling (Elements in Quantitative Finance)
Published by
Cambridge University Press, 2021
ISBN 10: 1108972128
ISBN 13: 9781108972123
New
Softcover
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Practitioner's Guide to Discrete-time Yield Curve Modelling : With Empirical Illustrations and Matlab Examples
Published by
Cambridge University Press, 2021
ISBN 10: 1108972128
ISBN 13: 9781108972123
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Softcover
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling (Paperback)
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Cambridge University Press, Cambridge, 2021
ISBN 10: 1108972128
ISBN 13: 9781108972123
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Paperback. Condition: new. Paperback. This Element is intended for students and practitioners as a gentle and intuitive introduction to the eld 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. In addition to a thorough description of the Nelson-Siegel family of model, the Element contains a section on the intuitive relationship between P and Q measures, one on how the structure of a Nelson-Siegel model can be retained in the arbitrage-free framework, and a dedicated section that provides a detailed explanation for the Joslin, Singleton, and Zhu (2011) model. This Element is intended for students and practitioners as a gentle and intuitive introduction to the eld 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781108972123
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling: With Empirical Illustrations and MATLAB Examples
Published by
Cambridge University Press, 2021
ISBN 10: 1108972128
ISBN 13: 9781108972123
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Paperback
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling
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ISBN 10: 1108972128
ISBN 13: 9781108972123
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A Practitioner's Guide to Discrete-Time Yield Curve Modelling (Elements in Quantitative Finance)
Published by
Cambridge University Press, 2021
ISBN 10: 1108972128
ISBN 13: 9781108972123
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