剧情简介：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 challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count...(展开全部)
作者：Damir Filipovic
出版社：Springer
ISBN：9783540097266
