Skip to Content

The Valuation of Interest Rate Derivative Securities

By Jeroen F. J. De Munnik

Published September 26th 1996 by Routledge – 200 pages

Series: Routledge New Advances in Economics

Purchasing Options:

Description

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

Name: The Valuation of Interest Rate Derivative Securities (Hardback) – Routledge 
Description: By Jeroen F. J. De Munnik. This book provides a detailed overview and classification of the different approaches to valuing interest rate dependent securities.
Categories: Economics, Monetary Economics