Interest Rate Modelling (Finance and Capital Markets Series) - Softcover

Svoboda, S.

 
9781349517329: Interest Rate Modelling (Finance and Capital Markets Series)
Softcover
ISBN 10: 1349517321 ISBN 13: 9781349517329
Verlag: Palgrave Macmillan, 2004

Inhaltsangabe

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

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Über die Autorin bzw. den Autor

SIMONA SVOBODA works as a Quantitative Analyst on the interest rates structuring desk at Rand Merchant Bank, South Africa. Prior to this she held positions in asset management and risk where she was involved in the development of market risk VAR models and credit portfolio management.

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Verlag
Palgrave Macmillan
Erscheinungsdatum
2004
Sprache
Englisch
ISBN 10 
1349517321
ISBN 13 
9781349517329
Einband
Taschenbuch
Auflage
1
Anzahl der Seiten
286
Kontakt zum Hersteller
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Deutschland

Weitere beliebte Ausgaben desselben Titels

9781403934703: Interest Rate Modelling (Finance and Capital Markets Series)

Vorgestellte Ausgabe

ISBN 10:  1403934703 ISBN 13:  9781403934703
Verlag: Palgrave Macmillan, 2003
Hardcover