A practitioner's guide to discrete-time yield curve modelling : with empirical illustrations and MATLAB examples /
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge, United Kingdom ; New York, NY :
Cambridge University Press,
2020.
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| Series: | Cambridge elements. Elements in quantitative finance.
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| Online Access: | Connect to the full text of this electronic book |
| Item Description: | Electronic resource. |
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| Physical Description: | 1 online resource. |
| ISBN: | 9781108975537 1108975534 |
| DOI: | 10.1017/9781108975537 |