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Modeling the Term Structure of Interest Rates: A Review of the Literature - Foundations and Trends (R) in Finance
Rajna Gibson
Modeling the Term Structure of Interest Rates: A Review of the Literature - Foundations and Trends (R) in Finance
Rajna Gibson
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. The originality of the survey lies in the fact that it provides a framework in which continuous-time term structure models can be nested and related to each other.
172 pages
Media | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
Vrijgegeven | 16 december 2010 |
ISBN13 | 9781601983725 |
Uitgevers | now publishers Inc |
Pagina's | 172 |
Afmetingen | 234 × 156 × 9 mm · 249 g |
Taal en grammatica | Engels |
Bekijk alles van Rajna Gibson ( bijv. Paperback Book )