Modeling The Term Structure Of Interest Rates: A Review Of The Literature
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| Google books | books.google.com |
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| Originally published | 1998 |
| Authors | François-Serge Lhabitant |
| Denis Talay | |
| Rajna Gibson | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 2601614 |
About Modeling The Term Structure Of Interest Rates: A Review Of The Literature
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.