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Modeling the Term Structure of Interest Rates A Review of the Literature Foundations and Trends r

by [Gibson, Rajna, Lhabitant, Francois-Serge, Talay, Denis]

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Description

Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.

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Product Details

  • Now Publishers Brand
  • Dec 16, 2010 Pub Date:
  • 9781601983725 ISBN-13:
  • 1601983727 ISBN-10:
  • 172.0 pages Paperback
  • English Language
  • 9.21 in * 0.37 in * 6.14 in Dimensions:
  • 1 lb Weight: