Fixed Income Modelling - Munk, Claus (Professor of Finance, School of Economics and Management & Department of Mathematical Sciences, Aarhus University, Denmark) - Books - Oxford University Press - 9780199575084 - June 30, 2011
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Munk, Claus (Professor of Finance, School of Economics and Management & Department of Mathematical Sciences, Aarhus University, Denmark)
Fixed Income Modelling

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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.

574 pages, 1, black & white illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released June 30, 2011
ISBN13 9780199575084
Publishers Oxford University Press
Pages 574
Dimensions 240 × 170 × 35 mm   ·   992 g
Language English  

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