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Term-Structure Models: A Graduate Course (Springer Finance Textbooks) - Picture 1 of 1

Term-Structure Models: A Graduate Course by Damir Filipovic (Hardcover, 2009)

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Price:
AU $198.00
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1 Introduction. - 2 Interest Rates and Related Contracts. - 2.1 Zero-Coupon Bonds. - 2.2 Interest Rates. - 2.2.1 Market Example: LIBOR. - 2.2.3 Forward vs. Future Rates. - 2.3 Bank Account and Short Rates.