Autor: Jeroen F. J. De Munnik

This book provides a detailed overview and classification of the different approaches to valuing interest rate dependent securities. …

The increased volatility of interest rates during recent years and the corresponding introduction of a variety of interest rate derivative securities like bond options, futures and embedded options i …

The increased volatility of interest rates during recent years and the corresponding introduction of a variety of interest rate derivative securities like bond options, futures and embedded options i …