Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1

Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1
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Valuation of Interest-Sensitive Monetary Instruments: SOA Monograph M-FI96-1 Description

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The values ​​of interest rate sensitive financial instruments, gives a detailed analysis of the evolution and the basis for models that are critical to the monetary analyst or actuary of the evaluation. Comprehensive coverage includes: spot rate and term, discrete and continuous time by a factor models, multi-factor models in discrete and continuous simulation techniques. Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1

\n\nValuation of Interest-Sensitive Monetary Instruments: SOA Monograph M-FI96-1 Ebook

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