Fixed Income Modelling - Munk, Claus (Professor of Finance, School of Economics and Management & Department of Mathematical Sciences, Aarhus University, Denmark) - Books - Oxford University Press - 9780198716440 - March 15, 2015
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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.


576 pages, 40 Figures and 24 Tables

Media Books     Paperback Book   (Book with soft cover and glued back)
Released March 15, 2015
ISBN13 9780198716440
Publishers Oxford University Press
Pages 576
Dimensions 158 × 237 × 33 mm   ·   861 g
Language English  

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