Bond pricing and yield-curve modelling : a structural approach
Alternative title: | Bond pricing and yield-curve modeling |
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Year of publication: |
2018
|
Authors: | Rebonato, Riccardo |
Publisher: |
Cambridge, United Kingdom : Cambridge University Press |
Subject: | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Rentenmarkt | Bond market | Festverzinsliches Wertpapier | Bewertung | Zinsertragskurve | Mathematisches Modell |
Description of contents: | Table of Contents [gbv.de] |
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Coherent Asset Allocation and Diversification in the Presence of Stress Events
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How Big Banks Fail and What to Do about It, by Darrell Duffie
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Joshi, Mark, (2003)
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