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Yield Curves and Forward Curves for Diffusion Models of Short Rates
Paperback
ISBN13: 9783030155025
Publisher: Springer Nature
Published: Aug 14 2020
Pages: 230
Weight: 0.80
Height: 0.54 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.
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