Term-Structure Models: A Graduate Course (Springer Finance Textbooks) - Softcover

Filipovic, Damir

Softcover

ISBN 10: 364226915X ISBN 13: 9783642269158

Verlag: Springer, 2012

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From the reviews:

“Term-Structure Models is a theoretical text suitable for a graduate students and practitioners ... . Theoretical exercises are provided at the end of each chapter. ... written in a theorem-proof style; it is structured very well. The writing is clear and to the point. I would recommend this book as a graduate level text on term-structure models, as well as a reference for anyone dealing with or interested in term-structure models.” (Ita Cirovic Donev, The Mathematical Association of America, February, 2010)

“This text by one of the leading authorities on term-structure and interest-rate models is useful for one semester graduate or advanced honors courses. Alternatively researchers in the field of mathematical finance, who wish to have a rather short reference text, may find this book appealing. The author comes straight to the point, without confusing the reader with to much material that is not directly related to the development of the theory. ... Each chapter also contains a significant number of well chosen exercises.” (Christian-Oliver Ewald, Zentralblatt MATH, Vol. 1184, 2010)

Reseña del editor

This graduate textbook provides an introduction to the mathematics of term structure models in continuous time. The focus is on a mathematically straightforward but rigorous development of the theory.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2012
• ISBN 10: 364226915X
• ISBN 13: 9783642269158
• Einband: Tapa blanda
• Sprache: Englisch
• Anzahl der Seiten: 268