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Understanding And Managing Interest Rate Risks - Series In Mathematical Finance Ren-Raw Chen
Understanding And Managing Interest Rate Risks - Series In Mathematical Finance
Ren-Raw Chen
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 |