Munk, Claus. creator text enk Oxford Oxford University Press 2011 monographic eng

electronic resource

1 online resource (xvi, 556 p.) : ill. 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. specialized Claus Munk. Includes bibliographical references and index. Fixed-income securities Econometric models HG4650 332.632044 9780191728648 (ebook) : http://dx.doi.org/10.1093/acprof:oso/9780199575084.001.0001 http://dx.doi.org/10.1093/acprof:oso/9780199575084.001.0001 StDuBDS 110826 20170910141914.0 EDZ0000038587