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This item is printed to order. Items which are printed to order are normally despatched and charged within 5-10 days.

Published: 30 June 2011

574 Pages | 43 Figures, 24 Tables


ISBN: 9780199575084

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Bookseller Code (AG)

Sample Material

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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