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