Interest Rate Dynamics, Derivatives Pricing, and Risk Management

By Lin Chen

There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. And there are, correspondingly, two types of interest rate derivatives pricing... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3540608141
• ISBN13: 9783540608141
• Release Date: April 1996
• Publisher: Springer
• Length: 152 Pages
• Weight: 0.54 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"