Modeling the Term Structure of Interest Rates

Modeling the Term Structure of Interest Rates
Author :
Publisher : Now Publishers Inc
Total Pages : 171
Release :
ISBN-10 : 9781601983725
ISBN-13 : 1601983727
Rating : 4/5 (25 Downloads)
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Book Synopsis Modeling the Term Structure of Interest Rates by : Rajna Gibson

Download or read book Modeling the Term Structure of Interest Rates written by Rajna Gibson and published by Now Publishers Inc. This book was released on 2010 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.


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