000 | 01321nam a2200289 a 4500 | ||
---|---|---|---|
001 | EDZ0000038587 | ||
003 | StDuBDS | ||
005 | 20170910141914.0 | ||
006 | m||||||||d|||||||| | ||
007 | cr|||||||||||| | ||
008 | 110826s2011 enka fo| 001 0 eng|d | ||
020 |
_a9780191728648 (ebook) : _cNo price |
||
040 |
_aStDuBDS _cStDuBDS |
||
050 | 4 | _aHG4650 | |
082 | 0 | 4 |
_a332.632044 _223 |
100 | 1 | _aMunk, Claus. | |
245 | 1 | 0 |
_aFixed income modelling / _h[electronic resource] _cClaus Munk. |
260 |
_aOxford : _bOxford University Press, _c2011. |
||
300 |
_a1 online resource (xvi, 556 p.) : _bill. |
||
504 | _aIncludes bibliographical references and index. | ||
520 | 8 | _aA 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. | |
588 | _aDescription based on print version record. | ||
650 | 0 |
_aFixed-income securities _xEconometric models. |
|
776 | 0 | 8 |
_iPrint version _z9780199575084 |
856 | 4 | 0 |
_3Oxford scholarship online _uhttp://dx.doi.org/10.1093/acprof:oso/9780199575084.001.0001 |
942 |
_2ddc _cBK |
||
999 |
_c36419 _d36419 |