000			02074nam a22003618i 4500
001			CR9781316694169
003			UkCbUP
005			20240830162502.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			160126s2018||||enk o ||1 0|eng|d
020			_a9781316694169 (ebook)
020			_z9781107165854 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP
050		4	_aHG4521 _b.R43 2018
082	0	4	_a332.6323 _223
100	1		_aRebonato, Riccardo, _eauthor.
245	1	0	_aBond pricing and yield-curve modelling : _ba structural approach / _cRiccardo Rebonato.
264		1	_aCambridge : _bCambridge University Press, _c2018.
300			_a1 online resource (xxvii, 752 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
500			_aTitle from publisher's bibliographic system (viewed on 29 May 2018).
520			_aIn 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, academics, and advanced practitioners to model the yield curve, to answer policy questions, to estimate the magnitude of the risk premium, to gauge market expectations, and to assess investment opportunities. Rebonato weaves precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
650		0	_aBonds.
650		0	_aInvestments _xEconometric models.
650		0	_aGovernment securities.
650		0	_aBond market.
776	0	8	_iPrint version: _z9781107165854
856	4	0	_uhttps://doi.org/10.1017/9781316694169
942			_2ddc _cEB
999			_c9590 _d9590