VU Boekhandel

Interest Rate Dynamics, Derivatives Pricing, and Risk Management

Hoofdkenmerken

Auteur:	Chen, Lin
Titel:	Interest Rate Dynamics, Derivatives Pricing, and Risk Management
Uitgever:	Springer-Verlag Berlin and
ISBN:	9783540608141
Serie:	Lecture Notes in Economics and
Land van oorsprong:	Germany
Prijs:	€ 119.78
Verschijningsdatum:	07-03-1996
Bericht:	Langere levertijd (2-3 weken)

Inhoudelijke kenmerken

Leesniveau:	Professional & Scholarly
Categorie:	Monetary economics
Geillustreerd:	XII, 152 p.
Dewey code:	330

Technische kenmerken

Verschijningsvorm:	Paperback / softback
Paginas:	152
Hoogte mm.:	235
Breedte mm.:	155
Gewicht gr.:	265

Inhoud:

There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. Ho and Lee (1986) invent the no-arbitrage approach to the tenn structure modeling in the sense that the model tenn structure can fit the initial (observed) tenn structure of interest rates.