Frank J. Fabozzi
1 primary work
Book 16
Valuation of Interest-Sensitive Financial Instruments
by David F Babbel and Craig B. Merrill
Published 13 November 1996
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.