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Modeling the Term Structure of Interest Rates: A Review of the Literature

Modeling the Term Structure of Interest Rates: A Review of the Literature - Foundations and Trends in Finance

Paperback (30 Dec 2010)

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Publisher's Synopsis

Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.

Book information

ISBN: 9781601983725
Publisher: Now Publishers
Imprint: Now Publishers
Pub date:
DEWEY: 332.6457015118
DEWEY edition: 23
Language: English
Number of pages: 159
Weight: 252g
Height: 156mm
Width: 234mm
Spine width: 9mm