||||From the reviews:|“Term-Structure Models is a theoretical text suitable for a graduate students and practitioners … . Theoretical exercises are provided at the end of each chapter. … written in a theorem-proof style; it is structured very
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; ...
You can specify the type of files you want, for your device.Term-Structure Models (Springer Finance) | Damir Filipovic. Which are the reasons I like to read books. Great story by a great author.
