Fixed income modelling / [electronic resource] Claus Munk. Munk, Claus. Fixed-income securities Econometric models. HG4650 332.632044 23 Includes bibliographical references and index. Description based on print version record. 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 unified presentation of such models and securities. Oxford : Oxford University Press, 2011. 2011. 2011 Text 1 online resource (xvi, 556 p.) : http://dx.doi.org/10.1093/acprof:oso/9780199575084.001.0001 eng