Interest Rate Modeling for Risk Management

Market Price of Interest Rate Risk

Takashi Yasuoka

    Research output: Book/ReportBook

    Original languageEnglish
    Place of PublicationUAE
    PublisherBentham Publishers Ltd.
    Number of pages287
    ISBN (Electronic)978-1-68108-126-7, 2015
    ISBN (Print)978-1-68108-127-4
    Publication statusPublished - 2015 Oct 14

    Keywords

    • Interest Rate Modeling
    • Risk Management
    • Market Price of Interest Rate Risk

    ASJC Scopus subject areas

    • Economics, Econometrics and Finance(all)

    Cite this

    Interest Rate Modeling for Risk Management : Market Price of Interest Rate Risk. / Yasuoka, Takashi.

    UAE : Bentham Publishers Ltd., 2015. 287 p.

    Research output: Book/ReportBook

    Yasuoka T. Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk. UAE: Bentham Publishers Ltd., 2015. 287 p.
    Yasuoka, Takashi. / Interest Rate Modeling for Risk Management : Market Price of Interest Rate Risk. UAE : Bentham Publishers Ltd., 2015. 287 p.
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    language = "English",
    isbn = "978-1-68108-127-4",
    publisher = "Bentham Publishers Ltd.",

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    KW - Risk Management

    KW - Market Price of Interest Rate Risk

    M3 - Book

    SN - 978-1-68108-127-4

    BT - Interest Rate Modeling for Risk Management

    PB - Bentham Publishers Ltd.

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