Term-Structure Models
Damir Filipovic
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2009
98,95 €On orderDelivery: 2-3 weeks
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;
- ISBN-13
- 9783540097266
- ISBN-10
- 3540097260
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2009
- Publication date
- 2009-08-14
- Pages
- 256
- Dimensions
- 243x162x17
- Weight
- 576