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

Pelsser, A. A. J.; Pelsser, Antoon

Hardcover

ISBN 10: 1852333049 ISBN 13: 9781852333041

Verlag: Springer, 2000

Inhaltsangabe

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.

Über diesen Titel

Reseña del editor

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.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2000
• Sprache: Englisch
• ISBN 10: 1852333049
• ISBN 13: 9781852333041
• Einband: Tapa dura
• Anzahl der Seiten: 188
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland