Fixed income modelling
Auteur :
Munk, Claus
Éditeur :
Oxford University Press
ISBN :
9780199575084
Date de publication :
30 juin 2011
Dimensions :
23,5 x 16,2 x 3,5 cm
Poids :
1002 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.