Yield Curves and Forward Curves for Diffusion Models of Short Rates (Record no. 205871)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03277nam a22004575i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783030155001 |
| -- | 978-3-030-15500-1 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Medvedev, Gennady A. |
| 245 10 - TITLE STATEMENT | |
| Title | Yield Curves and Forward Curves for Diffusion Models of Short Rates |
| Statement of responsibility, etc. | by Gennady A. Medvedev. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2019. |
| 300 ## - DESCRIPTION | |
| Extent | XXIV, 230 p. 58 illus., 9 illus. in color. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Preface -- Introduction -- 1.The processes of short-term interest rates and their probability densities -- 2.The term structure of interest rates -- 3.The Vasiček model -- 4.The Cox-Ingersoll-Ross model -- 5.The Duffie-Kan one-factor model -- 6.The Duffie–Kan two-factor models -- 7.The three-factor models -- 8.Another version of the term to maturity variable -- 9.The Nelson–Siegel–Svensson no-arbitrage yield curve model -- 10.Quadratic models of yield in a risk-neutral world -- 11.Polynomial models of yield term structure -- References. . |
| 650 #0 - SUBJECT | |
| Keyword | Economics, Mathematical . |
| 650 #0 - SUBJECT | |
| Keyword | Game theory. |
| 650 #0 - SUBJECT | |
| Keyword | Econometrics. |
| 650 14 - SUBJECT | |
| Keyword | Quantitative Finance. |
| 650 24 - SUBJECT | |
| Keyword | Game Theory, Economics, Social and Behav. Sciences. |
| 650 24 - SUBJECT | |
| Keyword | Econometrics. |
| 856 40 - ONLINE RESOURCES | |
| url | https://doi.org/10.1007/978-3-030-15500-1 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | e-Books |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-SXMS |
| Home library | Current library | Full call number | Accession number | Koha item type |
|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | 519 | E-3051 | e-Books |