{"product_id":"bond-pricing-and-yield-curve-riccardo-rebonato-9781107165854","title":"Bond Pricing and Yield Curve Modeling: A Structural Approach","description":"In 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Riccardo Rebonato\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1107165857\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781107165854\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 06\/07\/2018\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 776\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.83lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.25h x 6.41w x 0.78d","brand":"Riccardo Rebonato","offers":[{"title":"Hardcover","offer_id":45476680007935,"sku":"9781107165854","price":99.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_66462b19-1b44-46fd-9522-03ecc2957e13.jpg?v=1715912728","url":"https:\/\/www.whiterainbookhouse.com\/products\/bond-pricing-and-yield-curve-riccardo-rebonato-9781107165854","provider":"WR Book House","version":"1.0","type":"link"}