Hardback (19 Jun 2007)
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Introducing dynamic term structure models for valuing fixed income securities and their derivatives, this book covers affine/quadratic short rate models, the LIBOR/HJM forward rate models, and the unspanned stochastic volatility models. The CD-ROM features professional grade valuation software for a number of securities.
| ISBN: | 9780471737148 |
| Publisher: | Wiley |
| Imprint: | John Wiley & Sons, Inc. |
| Pub date: | 19 Jun 2007 |
| DEWEY: | 332.0151923 |
| DEWEY edition: | 22 |
| Language: | English |
| Number of pages: | 683 |
| Weight: | 1014g |
| Height: | 234mm |
| Width: | 163mm |
| Spine width: | 55mm |
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