Term-Structure Models A Graduate Course /
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 continuou...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Filipovic, Damir (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
|
Edición: | 1st ed. 2009. |
Colección: | Springer Finance Textbooks,
|
Temas: | |
Acceso en línea: | Texto Completo |
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