Understanding And Managing Interest Rate Risks - Series In Mathematical Finance - Ren-Raw Chen - Books - World Scientific Publishing Co Pte Ltd - 9789810227517 - October 4, 1996
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Understanding And Managing Interest Rate Risks - Series In Mathematical Finance

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This work offers a summary of modern term structure theories and how interest rate contingent claims are priced under such theories. It reviews important term structure models and chooses one model to consistently demonstrate contingent claim pricing.


176 pages, bibliography, index

Media Books     Hardcover Book   (Book with hard spine and cover)
Released October 4, 1996
ISBN13 9789810227517
Publishers World Scientific Publishing Co Pte Ltd
Pages 176
Dimensions 157 × 218 × 15 mm   ·   358 g

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