Term-structure models
Subtitle: a graduate course
By: Damir Filipović
Series: Springer finance. Textbook; Springer finance
Publisher: Springer
Published: 2009
Place of publication: Dordrecht; New York
Language: eng
Number of pages: 256
ISBN-13: 9783540097266; 9783540680154
Subjects: Mathematical models; Fixed-income securities; Interest rate risk; Options (Finance); Interest rates; Zinsstrukturtheorie; Valuation; Finanzmathematik
Notes: Includes bibliographical references and index.