Journals Higher Education



Published: 30 June 2011

574 Pages | 43 Figures, 24 Tables


ISBN: 9780199575084

Also Available As:


Also Available In:

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

Also of Interest