Tuesday, December 8, 2020

Guide to Discrete-Time Yield Curve Modelling

Ken Nyholm's book is finally out from Cambridge U Press. It's a fine introduction, with MATLAB code.  Great for students.

Best of all, it's FREE for download until December 18!   https://doi.org/10.1017/9781108975537

The code is at https://ken-nyholm.com/papers and remains free forever.

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