De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Term-Structure Models

- A Graduate Course

Bag om Term-Structure Models

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;

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540097266
  • Indbinding:
  • Hardback
  • Sideantal:
  • 256
  • Udgivet:
  • 14. august 2009
  • Udgave:
  • 2009
  • Størrelse:
  • 162x243x17 mm.
  • Vægt:
  • 576 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af Term-Structure Models

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;

Brugerbedømmelser af Term-Structure Models



Find lignende bøger
Bogen Term-Structure Models findes i følgende kategorier: