Economics: Current and Future Developments
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
Author(s): Takashi Yasuoka
Indexed in: Book Citation Index, Social Sciences & Humanities.
Recommend this eBook to your Library
Interest Rate Modeling for Risk Management introduces a theoretical framework - the ‘real-world’ model - that allows us to estimate the market price of interest rate risk based on practical and ... [view complete introduction]