Understanding and managing interest rate risks /
This book is a systematic summary of modern term structure theories and how interest-rate-contingent claims are priced under such theories. It is the first book on such an attempt. It reviews important term structure models and chooses one model to consistently demonstrate contingent claim pricing....
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| Format: | Book |
| Language: | English |
| Published: |
Singapore ; River Edge, N. J. :
World Scientific,
c1996
Singapore ; River Edge, N.J. : c1996 Singopore ; River Edge, N. J. : 1996 Singapore ; River Edge, N.J. : [1996] |
| Series: | Series in mathematical finance ;
v. 1 Series in mathematical finance ; v. 1 |
| Subjects: |
Internet
Stanford University
| Call Number: |
HG6024.5 .C47 1996 |
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University of Chicago
| Call Number: |
HG6024.5 .C47 1996 |
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Massachusetts Institute of Technology
| Call Number: |
HG6024.5.C47 1996 |
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Cornell University
| Call Number: |
HG6024.5 .C47x 1996 |
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Princeton University
| Call Number: |
HG6024.5 .C47 1996 |
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Columbia University
| Call Number: |
HG6024.5 .C47 1996 |
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University of Pennsylvania
| Call Number: |
HG6024.5 .C47 1996 |
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Brown University
| Call Number: |
HG6024.5 .C47 1996 |
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