Fixed income modelling [electronic resource] / Claus Munk.

By:

Munk, Claus

Material type: Text

TextPublication details: Oxford : Oxford University Press, 2011.Description: 1 online resource (xvi, 556 p.) : illISBN:

9780191728648 (ebook) :

Subject(s):

Fixed-income securities -- Econometric models

Additional physical formats: Print version: No titleDDC classification:

332.632044 23

LOC classification:

HG4650

Online 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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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.

Includes bibliographical references and index.

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