Term-Structure Models A Graduate Course /
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuou...
Κύριος συγγραφέας: | Filipovic, Damir (Συγγραφέας) |
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Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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Σειρά: | Springer Finance
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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