
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;
- Undertittel
- A Graduate Course
- Forfatter
- Damir Filipovic
- Opplag
- Previously published in hardcover
- ISBN
- 9783642269158
- Språk
- Engelsk
- Vekt
- 310 gram
- Serie
- Springer Finance
- Utgivelsesdato
- 4.5.2012
- Antall sider
- 256
