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...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
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Hoboken, N.J. :
John Wiley & Sons,
©2007.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 methods, and approximations. |
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| Physical Description: | 1 online resource (xxxvi, 683 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 647-657) and index. |
| ISBN: | 9781119201571 1119201578 9780470140062 0470140062 1280900296 9781280900297 |