Sign-In
Cart
Yield Curves and Forward Curves for Diffusion Models of Short Rates
Hardcover
ISBN13: 9783030154998
Publisher: Springer Nature
Published: May 29 2019
Pages: 230
Weight: 1.18
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
The main focus is the comparative analysis of yield curves and forward curves and the analytical study of their features. Generalizations of yield term structures are studied where the dimension of the state space of the financial market is increased. In cases where the analytical approach is too cumbersome, or impossible, numerical techniques are used.
This book will be of interest to financial analysts, financial market researchers, graduate students and PhD students.
Also in
General Mathematics
Math Practice Workbook Grades 6-8: 1000+ Questions You Need to Kill in Middle School by Brain Hunter Prep
Brain Hunter Prep
Paperback
Math Games with Bad Drawings: 75 1/4 Simple, Challenging, Go-Anywhere Games--And Why They Matter
Orlin, Ben
Hardcover
The Great Math War: How Three Brilliant Minds Fought for the Foundations of Mathematics
Bardi, Jason Socrates
Hardcover
Six Easy Pieces: Essentials of Physics Explained by Its Most Brilliant Teacher
Sands, Matthew
Feynman, Richard P.
Leighton, Robert B.
Paperback
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Counting with - Contando Con Frida (Bilingual: English/Spanish): A Bilingual Counting Book
Rodriguez, Patty
Stein, Ariana
Hardcover
Oliver Byrne's Elements of Euclid: The First Six Books with Coloured Diagrams and Symbols (Art Meets Science Edition)
Art Meets Science
Hardcover
Sudoku for Brain Fitness: 90-Day Challenge to Sharpen the Mind and Strengthen Cognitive Skills
Clontz, Steven
Demyanovich, Julie
Paperback
Vector: A Surprising Story of Space, Time, and Mathematical Transformation
Arianrhod, Robyn
Hardcover
The Art of Strategy: A Game Theorist's Guide to Success in Business and Life
Dixit, Avinash K.
Nalebuff, Barry J.
Paperback
50 Math Tricks That Will Change Your Life: Mentally Solve the Impossible in Seconds
Zakowich, Tanya
Paperback
Talentos Ocultos: La Genialidad No Tiene Color. La Fuerza No Tiene Género. El Valor No Tiene Límite.
Shetterly, Margot Lee
Paperback
The Indisputable Existence of Santa Claus: The Mathematics of Christmas
Evans, Thomas Oléron
Fry, Hannah
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Who Gets What -- And Why: The New Economics of Matchmaking and Market Design
Roth, Alvin E.
Paperback
A Mind for Numbers: How to Excel at Math and Science (Even If You Flunked Algebra)
Oakley, Barbara
Paperback
Quadrivium: The Four Classical Liberal Arts of Number, Geometry, Music, & Cosmology
Ashton, Anthony
Sutton, Daud
Lundy, Miranda
Hardcover
100 Days of Timed Tests, Multiplication, and Division Facts 1 to 12, Grade 3-5, Math Drills, Daily Practice Workbook
Abczbook Press
Paperback
WorkKeys Study Guide and Practice Test Questions: ACT WorkKeys Exam Prep and Review Book with Applied Mathematics, Locating Information, and Reading f
Trivium Exam Prep Team
Paperback
Touchthinklearn: Numbers: (Board Books for Baby Learners, Touch Feel Books for Children)
Deneux, Xavier
Hardcover
SAT Level Up! Math: 300+ Easy, Medium, and Hard Drill Questions for Scoring Success on the Digital SAT
The Princeton Review
Paperback
Sciencia: Mathematics, Physics, Chemistry, Biology, and Astronomy for All
Betts, Moff
Tweed, Matt
Watkins, Matthew
Hardcover
Un Elefante: Numbers / Números (Bilingual: English/Spanish): A Bilingual Counting Book
Rodriguez, Patty
Stein, Ariana
Hardcover
Machine Learning with PyTorch and Scikit-Learn: Develop machine learning and deep learning models with Python
Mirjalili, Vahid
Raschka, Sebastian
Liu, Yuxi (Hayden)
Paperback
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Hardcover
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
Do Plants Know Math?: Unwinding the Story of Plant Spirals, from Leonardo Da Vinci to Now
Douady, Stéphane
Golé, Christophe
Dumais, Jacques
Hardcover
The 125 Best Brain Teasers of All Time: A Mind-Blowing Challenge of Math, Logic, and Wordplay
Danesi, Marcel
Paperback
The Secret Lives of Numbers: A Hidden History of Math's Unsung Trailblazers
Revell, Timothy
Kitagawa, Kate
Hardcover
Secrets of Mental Math: The Mathemagician's Guide to Lightning Calculation and Amazing Math Tricks
Benjamin, Arthur
Shermer, Michael
Paperback
The Beginner's Guide to Constructing the Universe: The Mathematical Archetypes of Nature, Art, and Science
Schneider, Michael S.
Paperback
Shape: The Hidden Geometry of Information, Biology, Strategy, Democracy, and Everythingelse
Ellenberg, Jordan
Paperback
Concrete Mathematics: A Foundation for Computer Science
Knuth, Donald
Graham, Ronald
Patashnik, Oren
Hardcover
Theory of Games and Economic Behavior (Large Print Edition)
Morgenstern, Oskar
Neumann, John Von
Hardcover
Schaum's Outline of Mathematical Handbook of Formulas and Tables
Lipschutz, Seymour
Liu, John
Spiegel, Murray R.
Paperback
GED Math Test Tutor, for the 2025-2026 GED Test: All the Tools You Need to Succeed
Rush, Sandra
Paperback
Waves in an Impossible Sea: How Everyday Life Emerges from the Cosmic Ocean
Strassler, Matt
Hardcover
Exámenes Nacionales: XXV Onmapsb
Talamantes Román, Adrián
Ochoa Castillo, Orlando
Meré Hidalgo, Pablo
Paperback
Mastering Essential Math Skills, Book 2: Middle Grades/High School, 3rd Edition: 20 minutes a day to success
Fisher, Richard W.
Paperback
New York Post Fiendish Sudoku: The Official Utterly Addictive Number-Placing Puzzle
Gould, Wayne
Paperback
Mathematics of Machine Learning: Master linear algebra, calculus, and probability for machine learning
Danka, Tivadar
Paperback
HOW TO WIN MEGA MILLIONS LOTTERY JACKPOT ..How TO Increased Your odds by 71%: 2004 Pennsylvania Powerball Winner Tells LOTTERY&GAMBLING Secrets To Win
Secrets, Powerball Money
Paperback
To Mock a Mockingbird: And Other Logic Puzzles Including an Amazing Adventure in Combinatory Logic
Smullyan, Raymond M.
Paperback
Alan Turing: The Enigma: The Book That Inspired the Film the Imitation Game - Updated Edition
Hodges, Andrew
Paperback
New Art and Science of Teaching Mathematics: (Establish Effective Teaching Strategies in Mathematics Instruction)
Marzano, Robert J.
Lang-Raad, Nathan D.
Paperback
Serious Cryptography, 2nd Edition: A Practical Introduction to Modern Encryption
Aumasson, Jean-Philippe
Paperback