TY  - BOOK
AU  - Munk,Claus
TI  - Fixed income modelling
SN  - 9780198716440
U1  - 332.632044 22
PY  - 2015///
CY  - Oxford, New York
PB  - Oxford University Press
KW  - Fixed-income securities
KW  - Econometric models
KW  - BUEsh
KW  - BUSADM
KW  - November2016
KW  - December2016
N1  - Index : p. [553]-556; Bibliography : p. 535-551; Introduction and overview -- Extracting yield curves from bond prices -- Stochastic processes and stochastic calculus -- A review of general asset pricing theory -- The economics of the term structure of interest rates -- Fixed income securities -- One-factor diffusion models -- Multi-factor diffusion models -- Calibration of diffusion models -- Heath-Jarrow-Morton models -- Market models -- The Measurement and management of interest rate risk -- Defaultable bonds and credit derivatives -- Mortgages and Mortgage-backed securities -- Stock and currency derivatives when interest rates are stochastic -- Numerical techniques
ER  -