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...
Cote: | Libro Electrónico |
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Collectivité auteur: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2009.
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Édition: | 1st ed. 2009. |
Collection: | Springer Finance Textbooks,
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Sujets: | |
Accès en ligne: | Texto Completo |