Fixed income modelling / Claus Munk.

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 u...

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Bibliographic Details
Main Author: Munk, Claus
Format: eBook
Language:English
Published: Oxford ; New York : Oxford University Press, 2011.
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