Dynamic Term Structure Modeling: The Fixed Income Valuation Course

Description

Publisher: Wiley
Language: English
ISBN: 0471737143
Paperback: 683 pages
Data: Jun 2007
Format: PDF
Description: “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. It is an essential reference for academics and practitioners alike.” ¡ªSanjiv Ranjan Das, Professor of Finance, Santa Clara University, California, coeditor, Journal of Derivatives

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