Fixed income modelling

A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a u...

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Main Author: Munk, Claus
Format: eBook
Language:English
Published: Oxford Oxford University Press 2011, 2011
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
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245 0 0 |a Fixed income modelling  |h Elektronische Ressource  |c Claus Munk 
260 |a Oxford  |b Oxford University Press  |c 2011, 2011 
300 |a xvi, 556 p.  |b ill 
505 0 |a Includes bibliographical references and index 
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520 |a A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities