Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Term-Structure Models

Term-Structure Models

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540680154
Condition
New
Product Description

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. Thisvolume 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; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary It calculus, basic probability theory, and real and complex analysis.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

Forest Diversity and Function

$329.99

Civil War in Bosnia 199294

$54.99

Ethics Dumping

$24.99

Segmentation of Hand Bone for Bone Age Assessment

$54.99

European Development Cooperation and the Poor

$109.99

Risk Theory

$39.99

Cryogenic Operation of Silicon Power Devices

$109.99

Anleitung zur galvanischen und faradischen Behandlung

$59.99

Responsible Engineering and Living

$249.99

Dispersion, Complex Analysis and Optical Spectroscopy

$199.99

Fhrung und Erfolg

$49.99

Therapie I

$44.99

Lumi-Imager F1

$54.99

Nanomaterials

$109.99

IUTAM Symposium on Interaction between Dynamics and Control in Advanced Mechanical Systems

$39.99

Proceedings of the 8th International Congress on Environmental Geotechnics Volume 1

$299.99

Automation and Basic Techniques in Medical Microbiology

$89.00

Managing Traffic Performance in Converged Networks

$129.00

Studies in the History of General Relativity

$179.99

Periodic Orbits, Stability and Resonances

$54.99

Wie Man Einstens Rechnete

$59.99

Trade Effects of Public Subsidies to Private Enterprise

$29.99

Parallel Processing and Applied Mathematics, Part I

$84.99

Molecular Mechanisms in Legionella Pathogenesis

$169.99

Baby-Sitters Little Sister: #13 Karen's Surprise

$5.24

Gesamtfahrzeug

$79.99

Der Projektmanagement-Kompass

$34.99

Energy Metabolism in Farm Animals

$39.99

Enzyme Histochemistry

$109.99

Intergenerational Equity and Sustainability

$109.99

I Can Read! Level 1 - Splat the Cat: Splat the Cat and the Lemonade Stand

$4.46

Global-Regional Linkages in the Earth System

$84.99

Managing Component-Based Development in Global Teams

$39.99

Geometric Harmonic Analysis IV

$139.00

Critical Pedagogy and Global Literature

$39.99

Proceedings of the 4th World Congress on Integrated Computational Materials Engineering (ICME 2017)

$139.00

Injury and Health Risk Management in Sports

$79.99

Geotechnical Lessons LearntBuilding and Transport Infrastructure Projects

$199.99

Nanotheranostics for Cancer Applications

$84.99

Biopsy Pathology of the Lymphoreticular System

$54.99