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Modeling the Term Structure of Interest Rates: A Review of the Literature - Foundations and Trends (R) in Finance
Rajna Gibson
Modeling the Term Structure of Interest Rates: A Review of the Literature - Foundations and Trends (R) in Finance
Rajna Gibson
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 |
See all of Rajna Gibson ( e.g. Paperback Book )