Modeling the Term Structure of Interest Rates

Modeling the Term Structure of Interest Rates
Author: Rajna Gibson
Publisher: Now Publishers Inc
Total Pages: 171
Release: 2010
Genre: Business & Economics
ISBN: 1601983727


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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.


Modeling the Term Structure of Interest Rates
Language: en
Pages: 171
Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Term-Structure Models
Language: en
Pages: 259
Authors: Damir Filipovic
Categories: Mathematics
Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media

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Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure m
The Term Structure of Interest Rates
Language: en
Pages: 96
Authors: David Meiselman
Categories: Business & Economics
Type: BOOK - Published: 1962 - Publisher:

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The Behavior of Interest Rates
Language: en
Pages: 168
Authors: Joseph W. Conard
Categories: Business & Economics
Type: BOOK - Published: 1966 - Publisher:

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Term Structure of Interest Rates
Language: en
Pages: 294
Authors: Burton Gordon Malkiel
Categories: Business & Economics
Type: BOOK - Published: 2015-12-08 - Publisher: Princeton University Press

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Can expectations alone explain the yield differentials among bonds of different maturities? To what extend do attitudes toward risk and transactions costs influ