Kniha Efficient Methods for Valuing Interest Rate Derivatives Antoon Pelsser

Efficient Methods for Valuing Interest Rate Derivatives

Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Springer, Berlin
Dostupnost: Skladem u dodavatele
Odesíláme za 5-8 dnů
2 970
This book provides an overview of the models that can be used for valuing and managing interest rate...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2010
Stránek
172
EAN
9781849968614
ISBN
1849968616
Enbook ID
05260488
Vydavatel
Hmotnost
269
Rozměry
155 x 235 x 10

Kompletní popis

This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore a host of practical issues.§

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