Book
Building and using dynamic interest rate models
Wiley finance series, Wiley
2001
Abstract
Traditionally, fixed income securities promised fixed cash-flows. However, the many newly created fixed-income securities (for which the promised cash-flows depend on the level of interest rates), makes them more difficult to value. This text looks at dynamic interest rate models.
Details
- Title: Subtitle
- Building and using dynamic interest rate models
- Creators
- Kenneth O KortanekVladimir G Medvedev
- Resource Type
- Book
- Series
- Wiley finance series
- ISBN
- 0471495956; 9780471495956
- Publisher
- Wiley; Chichester; New York
- Number of pages
- xx, 215 pages
- Language
- English
- Date published
- 2001
- Academic Unit
- Business Analytics
- Record Identifier
- 9984963194402771
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