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Vasicek And Beyond Approaches to Building and Applying Interest Rate Models

Vasicek And Beyond Approaches to Building and Applying Interest Rate Models

Risk Books
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*Essential reference guide including research papers on building yield curve models and valuing interest rate derivatives *Fundamental papers on the Ho-Lee, Heath-Jarrow-Morton and Cox-Ross-Rubinstein models *Comprehensive information of interest rate models from 1978 to 1996
Language
English
Pages
371
Format
Paperback
Release
January 01, 1997
ISBN 13
9781899332557

Vasicek And Beyond Approaches to Building and Applying Interest Rate Models

Risk Books
0/5 ( ratings)
Read Download
*Essential reference guide including research papers on building yield curve models and valuing interest rate derivatives *Fundamental papers on the Ho-Lee, Heath-Jarrow-Morton and Cox-Ross-Rubinstein models *Comprehensive information of interest rate models from 1978 to 1996
Language
English
Pages
371
Format
Paperback
Release
January 01, 1997
ISBN 13
9781899332557

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