Gennady A. Medvedev is a professor of physical and mathematical sciences at the Belarusian State University. His research interests are in applied statistical analysis and stochastic financial mathematics. He is the author of 11 monographs and 16 textbooks.

Describes results related to the analytical study of yield term structures and their generalizations with increased state space dimension

Focuses on the properties of the yield, not only for limited terms to maturity, but also for the entire interval of all possible such terms

Uses numerical techniques when the analytical approach is too cumbersome, or impossible

Preface.- Introduction.- [...] processes of short-term interest rates and their probability densities.- [...] term structure of interest rates.- [...] Vasi¿ek model.- [...] Cox-Ingersoll-Ross model.- [...] Duffie-Kan one-factor model.- [...] Duffie-Kan two-factor models.- [...] three-factor models.- 8.Another version of the term to maturity variable.- [...] Nelson-Siegel-Svensson no-arbitrage yield curve model.- 10.Quadratic models of yield in a risk-neutral world.- 11.Polynomial models of yield term structure.- References.