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

DOI10.1017/9781108975537MaRDI QIDQ5134463

Ken Nyholm

Publication date: 16 November 2020

Full work available at URL: https://doi.org/10.1017/9781108975537

zbMATH Keywords

MATLAB

Mathematics Subject Classification ID

91-02: Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance

91G30: Interest rates, asset pricing, etc. (stochastic models)