Modeling the Term Structure of Interest Rates: A Review of the Literature - Foundations and Trends (R) in Finance - Rajna Gibson - Books - now publishers Inc - 9781601983725 - December 16, 2010
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Modeling the Term Structure of Interest Rates: A Review of the Literature - Foundations and Trends (R) in Finance

Rajna Gibson

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

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. The originality of the survey lies in the fact that it provides a framework in which continuous-time term structure models can be nested and related to each other.


172 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 16, 2010
ISBN13 9781601983725
Publishers now publishers Inc
Pages 172
Dimensions 234 × 156 × 9 mm   ·   249 g
Language English