[drinking Books] Kindle ePUB Fixed Income Modelling Author Claus Munk

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Fixed Income Modelling

L as their application to the most important types of securities will enable the reader to understand and apply other models and price other securities The book includes chapters on interest rate risk management credit risk mortgage backed securities and relevant numerical techniues Each chapter concludes with a number of exercises of varying complexitySuitable for MSc students specializing in finance and economics uantitatively oriented MBA students and first or second year PhD students this book will also be a useful reference for researchers and finance professionals and can be used in specialized courses on fixed income or broader courses on derivative

Summary ✓ PDF, eBook or Kindle ePUB ↠ Claus Munk

E features including a thorough and accessible introduction to stochastic processes and the stochastic calculus needed for the modern financial modelling approach used in the book as well as a separate chapter that explains how the term structure of interest rates relates to macro economic variables and to what extent the concrete interest rate models are founded in general economic theory The book focuses on the most widely used models and the main fixed income securities instead of trying to cover all the many specialized models and the countless exotic real life products The in depth explanation of the main pricing principles techniues and models as wel

Claus Munk ↠ 6 Free download

Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities It explains the basic fixed income securities and their properties and uses as well as the relations between those securities The book presents and compares the classical affine models Heath Jarrow Morton models and LIBOR market models and demonstrates how to apply those models for the pricing of various widely traded fixed income securities It offers a balanced presentation with both formal mathematical modelling and economic intuition and understandingThe book has a number of distinctiv

  • Hardcover
  • 556
  • Fixed Income Modelling
  • Claus Munk
  • English
  • 06 September 2017
  • 9780199575084

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