Valuations of Interest-Sensitive Financial Instruments provides in-depth analysis of the development and underpinnings of models that are essential to the financial analyst or valuation actuary. Complete coverage includes: spot and forward interest rates, discrete- and continuous-time one-factor models, multi-factor discrete- and continuous-time models, and simulation approaches.
- ISBN10 1883249155
- ISBN13 9781883249151
- Publish Date 13 November 1996
- Publish Status Out of Stock
- Out of Print 19 June 2014
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint Brown (William C.) Co ,U.S.
- Format Paperback
- Pages 155
- Language English