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Fixed Income Modelling (English, Claus Munk)
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Book Details
| ISBN-13 | 9780199575084 |
| ISBN-10 | 0199575088 |
Product Description
About the Book
Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations between those securities. The book presents and compares the classical affine models, Heath-Jarrow-Morton models, and LIBOR market models, and demonstrates how to apply those mo…
ISBN: 9780199575084
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