Economics: Current and Future Developments

Economics: Current and Future Developments

Volume: 1

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk

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 ...
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Acknowledgements

Pp. vii

Takashi Yasuoka

Affiliation:

Graduate School of Engineering Management, Shibaura Institute of Technology. 3-9-14 Shibaura, Minato-ku, Tokyo.