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Term-Structure Models: A Graduate Course

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Term-Structure Models: A Graduate Course

Author

Damir Filipovic

Series

Springer Finance

Year of Publication

2009

Publisher

Springer Berlin Heidelberg

City of Publication

Dordrecht; New York

Pages

XII, 256

Language

en

ISBN

9783540097266, 9783540680154, 3540097260, 3540680152

ARI Id

1664809777555

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Topics
Mathematical models Fixed-income securities Interest rate risk Options (Finance) Interest rates Zinsstrukturtheorie Valuation Finanzmathematik Econometric models Options (finance) Risk