Dynamic term structure modeling : the fixed income valuation course /

Praise for Dynamic Term Structure Modeling. ''This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier method...

Full description

Bibliographic Details

Main Author:	Nawalkha, Sanjay K.
Other Authors:	Beliaeva, Natalia A., 1975-, Soto, Gloria M.
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : John Wiley & Sons, ©2007.
Subjects:	Finance. Stochastic processes. Stochastic Processes Electronic books.
Online Access:	Connect to the full text of this electronic book