Term-Structure Models: A Graduate Course - Springer Finance Textbooks - Damir Filipovic - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540097266 - August 14, 2009
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Term-Structure Models: A Graduate Course - Springer Finance Textbooks 2009 edition

Damir Filipovic

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Term-Structure Models: A Graduate Course - Springer Finance Textbooks 2009 edition

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;


272 pages, 29 black & white illustrations, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released August 14, 2009
ISBN13 9783540097266
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 256
Dimensions 162 × 243 × 17 mm   ·   530 g
Language German  

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