Efficient Methods for Valuing Interest Rate Derivatives

Pelsser, Antoon

ISBN 10: 1852333049 / ISBN 13: 9781852333041

Verlag: Springer, 2000

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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.

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.

Bibliografische Details

Titel: Efficient Methods for Valuing Interest Rate ...
Verlag: Springer
Erscheinungsdatum: 2000
Einband: Hardcover
Zustand: Good