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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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Filipovic, Damir (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Édition:1st ed. 2009.
Collection:Springer Finance Textbooks,
Sujets:
Accès en ligne:Texto Completo