Callable Mortgage Bonds Numerical Methods and Valuation Models for Pricing and Risk Analysis /

Callable Mortgage Bonds Numerical Methods and Valuation Models for Pricing and Risk Analysis /

Dades bibliogràfiques
Autor principal: Rom, Niels (Autor)
Autor corporatiu: SpringerLink (Online service)
Sumari:XX, 206 p. 43 illus.
text
Idioma:anglès
Publicat: Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Edició:1st ed. 2025.
Col·lecció:Finance for Professionals,
Matèries:
Capital market.
Financial risk management.
Social sciences > Mathematics.
Statistics .
Financial engineering.
Capital Markets.
Risk Management.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Financial Engineering.
Accés en línia:https://doi.org/10.1007/978-3-031-87889-3
Format: Electrònic Llibre

Internet

https://doi.org/10.1007/978-3-031-87889-3

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