Bøger af Rajna Gibson
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- A Review of the Literature
1.078,95 kr. Provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives. The originality of the survey lies in the fact that it provides a framework in which continuous-time term structure models can be nested and related to each other.
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- 1.078,95 kr.