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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
Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
Lançado | 16 de dezembro de 2010 |
ISBN13 | 9781601983725 |
Editoras | now publishers Inc |
Páginas | 172 |
Dimensões | 234 × 156 × 9 mm · 249 g |
Idioma | English |
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