Download or read book Fixed Income Modelling written by Claus Munk and published by Oxford University Press. This book was released on 2011-06-30 with total page 573 pages. Available in PDF, EPUB and Kindle. Book excerpt: A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.