General Equilibrium Properties Of The Term Structure Of Interest Rates
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General Equilibrium Properties of the Term Structure of Interest Rates
| Author | : Simon Benninga |
| Publisher | : |
| Total Pages | : 88 |
| Release | : 1983 |
| Genre | : Interest rates |
| ISBN | : |
A Non-linear, General Equilibrium Model of the Term Structure of Interest Rates
| Author | : Francis A. Longstaff |
| Publisher | : |
| Total Pages | : 29 |
| Release | : 1988 |
| Genre | : Interest rates |
| ISBN | : |
Modeling the Term Structure of Interest Rates
| Author | : Rajna Gibson |
| Publisher | : Now Publishers Inc |
| Total Pages | : 171 |
| Release | : 2010 |
| Genre | : Business & Economics |
| ISBN | : 1601983727 |
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.
