Interest rate modeling for risk management
Subtitle: market price of interest rate risk
By: authored by Takashi Yasuoka
Series: Economics: current and future developments -- volume 1; Economics: current and future developments -- v. 1.
Publisher: Bentham Science Publishers Ltd.
Published: 2015
Place of publication: Sharjah, U.A.E
Language: eng
Number of pages: 287
ISBN-13: 9781681081274
Subjects: Interest rate risk; Mathematical models; Financial risk management
Other titles: Market price of interest rate risk
Notes: Includes bibliographical references and index.