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United Nations Sustainable Development Goals (SDGs)
Top books for working towards the SDGs, hand-selected by Springer Nature editors
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A Graduate CourseDamir Filipovic978-3-540-68015-42009 Edition 1- First graduate textbook that covers topics ranging from fixed-income market conventions, the estimation and statistics (PCA) of the yield curve, arbitrage theory, short-rate models, the Heath-Jarrow-Morton methodology (including a derivation of Fubini’s Theorem for stochastic integrals), LIBOR market models, credit-risk, and the special chapters on consistent term structure parameterizations and affine processes
- All chapters end with a set of exercises, which provides the source for homework and exam questions
€419