GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System
摘要
And this book presents various empirical evidences for the effectiveness of the models with price data of JGBsGovernment Bond (GB)Japanese government bond (JGB), JCBs, USGBsGovernment Bond (GB)US government bond (USGB), USCBs and EUGBsGovernment Bond (GB)European government bond (EUGB) of Germany, France, Italy, Spain and Greece.