Interest rate modeling for risk management : market price of interest rate risk /

Yasuoka, Takashi,

Interest rate modeling for risk management : market price of interest rate risk / authored by Takashi Yasuoka, Graduate School of Engineering Management, Shibaura Institute of Technology. - 1 online resource (302 pages) : illustrations

Includes bibliographical references and index.

9781681081267


Interest rate risk--Mathematical models.


Electronic books.

HG6024.5 / .Y37 2015