Free shipping on orders over $99
Bond Pricing and Yield Curve Modeling

Bond Pricing and Yield Curve Modeling

A Structural Approach

by Riccardo Rebonato
Hardback
Publication Date: 01/01/2018

Share This Book:

  $181.25
or 4 easy payments of $45.31 with
afterpay
This item qualifies your order for FREE DELIVERY
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.
ISBN:
9781107165854
9781107165854
Category:
Finance & accounting
Format:
Hardback
Publication Date:
01-01-2018
Language:
English
Publisher:
Cambridge University Press
Country of origin:
United States
Dimensions (mm):
234x155x40mm
Weight:
1.28kg

This title is in stock with our overseas supplier and should be sent from our Sydney warehouse within 3 - 4 weeks of you placing an order.  

Once received into our warehouse we will despatch it to you with a Shipping Notification which includes online tracking.

Please check the estimated delivery times below for your region, for after your order is despatched from our warehouse:

ACT Metro 2 working days

NSW Metro 2 working days 

NSW Rural 2-3 working days

NSW Remote 2-5 working days

NT Metro 3-6 working days

NT Remote 4-10 working days

QLD Metro 2-4 working days

QLD Rural 2-5 working days

QLD Remote 2-7 working days

SA Metro 2-5 working days

SA Rural 3-6 working days

SA Remote 3-7 working days

TAS Metro 3-6 working days

TAS Rural 3-6 working days

VIC Metro 2-3 working days

VIC Rural 2-4 working days

VIC Remote 2-5 working days

WA Metro 3-6 working days

WA Rural 4-8 working days

WA Remote 4-12 working days

Reviews

Be the first to review Bond Pricing and Yield Curve Modeling.