Udvidet returret til d. 31. januar 2025

Term-Structure Models - Damir Filipovic - Bog

- A Graduate Course

Bag om Term-Structure Models

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;

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540097266
  • Indbinding:
  • Hardback
  • Sideantal:
  • 256
  • Udgivet:
  • 14. august 2009
  • Udgave:
  • 2009
  • Størrelse:
  • 162x243x17 mm.
  • Vægt:
  • 576 g.
  • 8-11 hverdage.
  • 6. december 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Term-Structure Models

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;

Brugerbedømmelser af Term-Structure Models



Find lignende bøger
Bogen Term-Structure Models findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.