Fixed income modelling / [electronic resource]
by Munk, Claus.
Material type:
BookPublisher: Oxford : Oxford University Press, 2011Description: 1 online resource (xvi, 556 p.) : ill.ISBN: 9780191728648 (ebook) :.Subject(s): Fixed-income securities -- Econometric modelsOnline resources: Oxford scholarship online Summary: 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.
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Includes bibliographical references and index.
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.
Description based on print version record.
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