Advances in Fixed Income Valuation Modeling and Risk Management
Edition: 1 edition
Series: Frank J. Fabozzi Series
Publisher: Wiley
Published: January 1997
Language: eng
Format: Hardcover
Number of pages: 391
ISBN-13: 9781883249175
Subjects: Investment & securities; Securities; Business & Economics; Business / Economics / Finance; Business/Economics; Investments & Securities - General; Management - General; Business & Economics / Investments & Securities
First sentence: An interest rate model is a probabilistic description of the future evolution of interest rates.