01321nam a2200289 a 4500 EDZ0000038587 StDuBDS 20170910141914.0 m||||||||d|||||||| cr|||||||||||| 110826s2011 enka fo| 001 0 eng|d 9780191728648 (ebook) : No price StDuBDS StDuBDS HG4650 332.632044 23 Munk, Claus. Fixed income modelling / [electronic resource] Claus Munk. Oxford : Oxford University Press, 2011. 1 online resource (xvi, 556 p.) : ill. Includes bibliographical references and index. 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. Description based on print version record. Fixed-income securities Econometric models. Print version 9780199575084 Oxford scholarship online http://dx.doi.org/10.1093/acprof:oso/9780199575084.001.0001 ddc BK 36419 36419