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