Interest Rate Modeling for Risk Management : Market Price of Interest Rate Risk
Interest Rate Modeling for Risk Management : Market Price of Interest Rate Risk
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Author(s): Yasuoka, Takashi
ISBN No.: 9781681081274
Year: 201510
Format: Trade Paper
Price: $ 122.82
Dispatch delay: Dispatched between 7 to 15 days
Status: Available

"Interest Rate Modeling for Risk Management addresses interest rate modeling for risk management. The interest rate model is specified under the real-world measure, and the result is used as to generate scenarios for interest rates. This type of system is ".


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