Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1 - Softcover

Babbel, David F.

 
9781883249151: Valuation of Interest-Sensitive Financial Instruments: SOA Monograph M-FI96-1
Softcover
ISBN 10: 1883249155 ISBN 13: 9781883249151
Publisher: Wiley, 1996

Synopsis

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.

"synopsis" may belong to another edition of this title.

About the Author

David F. Babbel is a professor at the Wharton School at the University of Pennsylvania, a financial consultant for several large insurance companies. He has published prolifically in the academic and professional literature on asset/liability management, insurance, and fixed income investments.
Craig B. Merrill is Associate Professor at Brigham Young University and the Grant Taggart Fellow of Insurance, Risk Management, and Financial Services.

From the Back Cover

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.

"About this title" may belong to another edition of this title.

Publisher
Wiley
Publication date
1996
Language
English
ISBN 10 
1883249155
ISBN 13 
9781883249151
Binding
Paperback
Edition number
1
Number of pages
155