Journals Higher Education

$105.00

Hardcover

05 September 2011

512 Pages | 43 Figures, 24 Tables

9.2 x 6.1 inches

ISBN: 9780199575084


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Bookseller Code (06)

Fixed Income Modelling

Claus Munk

  • Emphasizes the relation between fixed income models and economic theory
  • Formal mathematical modelling made accessible to readers with limited mathematical training. Includes a chapter on the relevant aspects of stochastic processes and careful economic interpretations of mathematical expressions
  • Each chapter includes a set of exercises making it easy for readers to test their knowledge
  • In-depth coverage of general pricing principles and techniques and of the main models and securities
  • Features chapters on interest rate risk management, credit risk, mortgage-backed securities, and numerical methods
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