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A Practitioner'S Guide To Discrete-Time Yield Curve Modelling

With Empirical Illustrations And Matlab Examples

by Ken (European Central Bank, Frankfurt) Nyholm
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, January of 2021 ‧
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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.

A Practitioner'S Guide To Discrete-Time Yield Curve Modelling

With Empirical Illustrations And Matlab Examples

by Ken (European Central Bank, Frankfurt) Nyholm

Property Description
ISBN: 9781108972123
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: January of 2021
Language: English
Dimensions: 229 x 152 x 13 mm
Cover: Softcover
Pages: 152
Format: Book
Collection: Elements In Quantitative Finance
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9781108972123