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3D German government bond yield curve

In recent months, Germany’s bond yields have been on a decline. And as of 21 August 2019, for the first time, the government auctioned a 30-Year Bond at 0% interest with a yield of -0.11%. By...

Credit Risk Modeling using Excel and VBA

Gunter Löffler and Peter N. Posch

This book provides practitioners and students with a hands-on introduction to modern credit risk modeling. The authors begin each chapter...