| Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1 |  | Author: David F. Babbel
Publisher: Wiley
Category: Book
List Price: $59.95
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Seller: j81o
Sales Rank: 2,715,230
Languages: English (Unknown), English (Original Language), English (Published)
Media: Paperback
Edition: 1
Pages: 155
Number Of Items: 1
Shipping Weight (lbs): 0
Dimensions (in): 10.8 x 8.2 x 0.5
ISBN: 1883249155
EAN: 9781883249151
ASIN: 1883249155
Publication Date: October 1996
Availability: Usually ships in 1-2 business days
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Product Description
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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