Fixed income modelling
by Munk, Claus
A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.
Read More ↓Title Statements
- Full title :Fixed income modelling / Claus Munk.
Summary
A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.
Read More ↓Edition Statements
- Publication Date:2011.
Publication Statements
- Publisher(s):Oxford Univ. Press
- Place of Publication:Oxford
- Language:und
- Publication Date:2011.
The Physical Object
- Description:1 online resource (XVI, 556 Seiten) : : Diagramme
Edition Identifiers
- ISBN:9780199575084, 0199575088
- DOI:10.1093/acprof:oso/9780199575084.001.0001
- oclc:ocn775822953
- LC Classification:HG4650
- Dewey Decimal:332.632044
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