Dynamic term structure modeling: the fixed income valuation course
Auteur :
Nawalkha, Sanjay K.
Éditeur :
Nawalkha, Sanjay K.Soto, Gloria M.,Beliaeva, Natalia A.,Ismailescu, Iuliana,
ISBN :
9780471737148
Date de publication :
19 juin 2007
Dimensions :
23,4 x 16,3 x 5,5 cm
Poids :
1014 g
Langue :
Anglais
Pays d'origine :
USA
Praise for Dynamic Term Structure Modeling ""This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations.