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Description
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Dynamic Term Structure Modeling + CD-ROM is the second book of three in the Fixed Income Valuation Course, collectively offering students the most definitive work on interest rate risk, term structure analysis, and credit risk modeling. Considering only the most insightful, practical, innovative, and readable materials, the Fixed Income Valuation Course explores the development and testing of single and multiple factor interest rate risk measures, continuous and discrete time term structure models, risk measurement tools and modern term structure theories, and credit risk analysis. For more information about the research issues related to the Fixed Income Valuation Course, please visit, www.fixedincomerisk.com.
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