Modeling the Term Structure of Interest Rates: A Review of the Literature

by Rajna Gibson, Denis Talay, François-Serge l'Habitant

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.

• Format: Paperback
• Language: English
• ISBN: 1601983727
• ISBN13: 9781601983725
• Release Date: July 2010
• Publisher: Now Publishers
• Length: 172 Pages
• Weight: 0.55 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"