Interest Rate Models An Introduction

The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book intro...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Cairns, Andrew J. G. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Princeton, NJ Princeton University Press [2018]
Schlagworte:	Bonds > Mathematical models Derivative securities > Prices > Mathematical models Interest rates > Mathematical models Securities > Mathematical models Zinsstrukturtheorie Stochastisches Modell
Online-Zugang:	FHA01 FKE01 FLA01 UPA01 UBG01 FAW01 FAB01 FCO01 URL des Erstveröffentlichers
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!