Fixed income modelling /

A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a u...

Ausführliche Beschreibung

Gespeichert in:
1. Verfasser:
Munk, Claus
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Oxford ; New York : Oxford University Press, 2011.
Zusammenfassung:
A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.
Umfang:
1 online resource (573 p.)
Anmerkungen:
Description based upon print version of record.
Anmerkungen:
English
Bibliografie:
Includes bibliographical references (p. [535]-551) and index.
ISBN:
0-19-871644-3
1-283-35235-4
9786613352354
0-19-161784-9
Schlagworte:
Fixed-income securities > Econometric models.
Bezugswerke:
Links: