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Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure m
Language: en
Pages: 1154
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Type: BOOK - Published: 2010 - Publisher:
"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is
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Pages: 171
Pages: 171
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Language: en
Pages: 683
Pages: 683
Type: BOOK - Published: 2007-06-04 - Publisher: Wiley
Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri
Language: en
Pages: 436
Pages: 436
Type: BOOK - Published: 2015-01-05 - Publisher: Springer
Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to