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Term-Structure Models: A Graduate Course - Springer Finance Damir Filipovic 2009 edition
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Term-Structure Models: A Graduate Course - Springer Finance
Damir Filipovic
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 continuous time. LIBOR market models;
272 pages, 29 black & white illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2009. gada 14. augusts |
| ISBN13 | 9783540097266 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 256 |
| Izmēri | 162 × 243 × 17 mm · 576 g |
| Valoda | Vācu |
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