01321nam a2200289 a 4500001001400000003000800014005001700022006001900039007001500058008004100073020003800114040002100152050001100173082001900184100001700203245006600220260004600286300004400332504005100376520035500427588004700782650004900829776003300878856009100911942001201002999001701014EDZ0000038587StDuBDS20170910141914.0m||||||||d||||||||cr||||||||||||110826s2011    enka   fo|    001 0 eng|d  a9780191728648 (ebook) :cNo price  aStDuBDScStDuBDS 4aHG465004a332.6320442231 aMunk, Claus.10aFixed income modelling /h[electronic resource] cClaus Munk.  aOxford :bOxford University Press,c2011.  a1 online resource (xvi, 556 p.) :bill.  aIncludes bibliographical references and index.8 aA 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.  aDescription based on print version record. 0aFixed-income securitiesxEconometric models.08iPrint versionz9780199575084403Oxford scholarship onlineuhttp://dx.doi.org/10.1093/acprof:oso/9780199575084.001.0001  2ddccBK  c36419d36419