Celebrate our new site and save $15 Get code »

Modeling the Term Structure of Interest Rates: A Review of the Literature

by , ,

Write The First Customer Review
Modeling the Term Structure of Interest Rates: A Review of the Literature - Gibson, Rajna, and Lhabitant, Francois-Serge, and Talay, Denis

Modeling the Term Structure of Interest Rates 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 authors offer a unifying framework in which most continuous-time term structure models can be viewed and compared in ... Read More

Modeling the Term Structure of Interest Rates: A Review of the Literature 2010, Now Publishers

ISBN-13: 9781601983725

Trade paperback

Select