Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1ISBN: 978-1-883249-15-1
Paperback
155 pages
November 1996
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Valuations of Interest-Sensitive Financial Instruments provides in-depth analysis of the development and underpinnings of models that are essential to the financial analyst or valuation actuary. Complete coverage includes: spot and forward interest rates, discrete- and continuous-time one-factor models, multi-factor discrete- and continuous-time models, and simulation approaches.
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Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1 (US $59.95)
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