
Term-Structure Models
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. LIBOR market models;
- Alaotsikko
- A Graduate Course
- Kirjailija
- Damir Filipovic
- Painos
- Previously published in hardcover
- ISBN
- 9783642269158
- Kieli
- englanti
- Paino
- 310 grammaa
- Sarja
- Springer Finance
- Julkaisupäivä
- 4.5.2012
- Sivumäärä
- 256