Vasicek And Beyond Approaches to Building and Applying Interest Rate Models

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Vasicek And Beyond Approaches to Building and Applying Interest Rate Models image
ISBN-10:

1899332553

ISBN-13:

9781899332557

Author(s): BOOKS, RISK
Edition: 1
Released: Jan 01, 1997
Publisher: Risk Books
Format: Paperback, 371 pages

Description:

*Essential reference guide including research papers on building yield curve models and valuing interest rate derivatives *Fundamental papers on the Ho-Lee, Heath-Jarrow-Morton and Cox-Ross-Rubinstein models *Comprehensive information of interest rate models from 1978 to 1996

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