Fixed Income Modelling (English, Claus Munk)
by Claus Munk
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Book Details
Publisher
OUP UK
Language
English
ISBN-13
9780199575084
ISBN-10
0199575088
Author
Claus Munk
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
ISBN-13: 9780199575084
ISBN-10: 0199575088
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Product ID: isbn-9780199575084
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