Understanding and managing interest rate risks /
The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pr...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore ; River Edge, N.J. :
World Scientific,
©1996.
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| Series: | Series in mathematical finance ;
v. 1. |
| Subjects: | |
| Online Access: | CONNECT |
