Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) - Hardcover

Buch 3 von 53: Springer Finance

Pelsser, Antoon

 
9781852333041: Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
Hardcover
ISBN 10: 1852333049 ISBN 13: 9781852333041
Verlag: Springer, 2000

Inhaltsangabe

Efficient Methods for Valuing Interest Rate Derivatives 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 the practical issues, such as the implementation of models, and model selection.
Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.

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Verlag
Springer
Erscheinungsdatum
2000
Sprache
Englisch
ISBN 10 
1852333049
ISBN 13 
9781852333041
Einband
Gebundene Ausgabe
Anzahl der Seiten
184
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9781849968614: Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

Vorgestellte Ausgabe

ISBN 10:  1849968616 ISBN 13:  9781849968614
Verlag: Springer, 2010
Softcover