Bond Pricing and Yield Curve Modeling: A Structural Approach

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Bond Pricing and Yield Curve Modeling: A Structural ApproachIn 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,

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