Format:
XII, 274 S.
,
Ill., graph. Darst.
ISBN:
0691118930
,
0691118949
,
9780691118949
Content:
Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.
Note:
Hier auch später erschienene, unveränderte Nachdrucke
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Zinsstrukturtheorie
;
Stochastisches Modell