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Cover of Modeling the Term Structure of Interest Rates: A Review of the Literature(18 Foundations and Trends® in Finance)

Modeling the Term Structure of Interest Rates: A Review of the Literature(18 Foundations and Trends® in Finance)

(Paperback)

Francois-Serge Lhabitant, Denis Talay, Rajna Gibson,

now publishers Inc (Publisher)

Published
2010
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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.

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