Bøger af Damir Filipovic
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569,95 kr. - Bog
- 569,95 kr.
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- A Graduate Course
868,95 kr. 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;
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- 868,95 kr.
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477,95 kr. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.
- Bog
- 477,95 kr.