Perspectives on Interest Rate Risk Management for Money Managers and Traders
Edition: 1 edition
Series: Frank J. Fabozzi Series
Publisher: Wiley
Published: February 1998
Language: eng
Format: Hardcover
Number of pages: 272
ISBN-13: 9781883249298
Subjects: Finance & Accounting; Investment Analysis; Business & Economics; Business / Economics / Finance; Business/Economics; Investments & Securities - General; Business & Economics / Investments & Securities
First sentence: An interest rate model is a probabilistic description of the future evolution of interest rates.