LEADER 01822nam0 2200409 i 450 001 VAN0127242 005 20230628085801.184 017 70$2N$a9783030155001 100 $a20200302d2019 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aYield Curves and Forward Curves for Diffusion Models of Short Rates$fGennady A. Medvedev 210 $aCham$cSpringer$d2019 215 $axxiv, 230 p.$cill.$d24 cm 500 1$3VAN0237050$aYield Curves and Forward Curves for Diffusion Models of Short Rates$91733814 606 $a91G70$xStatistical methods; risk measures [MSC 2020]$3VANC030929$2MF 606 $a91G80$xFinancial applications of other theories [MSC 2020]$3VANC031013$2MF 610 $aDiffusion models of interest rate processes$9KW:K 610 $aForward curves$9KW:K 610 $aMathematical models of Yield$9KW:K 610 $aNo-arbitrage conditions$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aTerm structure of interest rates$9KW:K 610 $aYield curves$9KW:K 610 $aZero-coupon bond$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aMedvedev$bGennady A.$3VANV098677$0781817 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-030-15500-1$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0127242 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 1797 $e08eMF1797 20200302 996 $aYield Curves and Forward Curves for Diffusion Models of Short Rates$91733814 997 $aUNICAMPANIA