
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;
- Undertitel
- A Graduate Course
- Författare
- Damir Filipovic
- Upplaga
- Previously published in hardcover
- ISBN
- 9783642269158
- Språk
- Engelska
- Vikt
- 310 gram
- Serie
- Springer Finance
- Utgivningsdatum
- 2012-05-04
- Sidor
- 256