Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk

By Takashi Yasuoka

"Interest Rate Modeling for Risk Management addresses interest rate modeling for risk management. The interest rate model is specified under the real-world measure, and the result is used as to... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 168108127X
• ISBN13: 9781681081274
• Release Date: January 2018
• Publisher: Bentham Science Publishers
• Length: 300 Pages
• Weight: 1.60 lbs.
• Dimensions: 0.8" x 7.0" x 10.0"