Term-Structure Models: A Graduate Course
(Bog, Hardback, Engelsk)
- Type: Bog
- Format: Hardback
-
Sprog:
Engelsk
- ISBN-13: 9783540097266
- Se flere detaljer ▼
Bemærk: Kan ikke leveres før jul.
Beskrivelse
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;
Læsernes anmeldelser (0)
Alle detaljer
| Forlag | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Forfatter | Damir Filipovic |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 2009 ed. |
| Udgivelsesdato | 14-08-2009 |
| Første udgivelsesår | 2009 |
| Serie | Springer Finance |
| Illustrationer | 29 Illustrations, black and white |
| Originalsprog | Germany |
| Sideantal | 256 |
| Indbinding | Hardback |
| Forlag | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| Sideoplysninger | 256 pages, 29 Illustrations, black and white |
| Mål | 243 x 162 x 17 |
| ISBN-13 / EAN-13 | 9783540097266 |