2 Ebooks by Damir Filipovic
Damir Filipovic: Consistency Problems for Heath-Jarrow-Morton Interest Rate Models
Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term …
PDF
English
DRM
€41.12
Damir Filipovic: Term-Structure Models
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a …
PDF
English
DRM
€56.20
