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Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1
Valuation of InterestSensitive Financial Instruments SOA Monograph MFI961
Author: David F. Babbel
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...  more »
ISBN-13: 9781883249151
ISBN-10: 1883249155
Publication Date: 10/1996
Pages: 155
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Publisher: Wiley
Book Type: Paperback
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