01822nam0 2200409 i 450 VAN012724220230628085801.184N978303015500120200302d2019 |0itac50 baengCH|||| |||||Yield Curves and Forward Curves for Diffusion Models of Short RatesGennady A. MedvedevChamSpringer2019xxiv, 230 p.ill.24 cmVAN0237050Yield Curves and Forward Curves for Diffusion Models of Short Rates173381491G70Statistical methods; risk measures [MSC 2020]VANC030929MF91G80Financial applications of other theories [MSC 2020]VANC031013MFDiffusion models of interest rate processesKW:KForward curvesKW:KMathematical models of YieldKW:KNo-arbitrage conditionsKW:KQuantitative FinanceKW:KTerm structure of interest ratesKW:KYield curvesKW:KZero-coupon bondKW:KCHChamVANL001889MedvedevGennady A.VANV098677781817Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-030-15500-1E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0127242BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1797 08eMF1797 20200302 Yield Curves and Forward Curves for Diffusion Models of Short Rates1733814UNICAMPANIA