Modeling the Term Structure of Interest Rates: A Review of the Literature (Foundations and Trends(r) in Finance)

Now Publishers Inc
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9781601983725
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ISBN13:
9781601983725
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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.


  • | Author: Rajna Gibson
  • | Publisher: Now Publishers Inc
  • | Publication Date: July 22, 2010
  • | Number of Pages: 172 pages
  • | Language: English
  • | Binding: Paperback
  • | ISBN-10: 1601983727
  • | ISBN-13: 9781601983725
Author:
Rajna Gibson
Publisher:
Now Publishers Inc
Publication Date:
July 22, 2010
Number of pages:
172 pages
Language:
English
Binding:
Paperback
ISBN-10:
1601983727
ISBN-13:
9781601983725