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