Term-Structure Models : A Graduate Course (Springer Finance / Springer Finance Textbooks) （2009. 2013. XII, 256 S. 235 mm）

Filipovic, Damir

SPRINGER, BERLIN（2013発売）

• 製本 Paperback:紙装版/ペーパーバック版
• 商品コード 9783642269158

Full Description

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 continuous time. LIBOR market models;