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Efficient Methods for Valuing Interest Rate Derivatives

- Pelsser, A: Efficient Methods for Valuing Interest Rate Deri (2000)

  • Format
  • Bog, hardback
  • Engelsk

Beskrivelse

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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Detaljer
  • SprogEngelsk
  • Sidetal172
  • Udgivelsesdato23-10-2013
  • ISBN139781852333041
  • Forlag Springer London Ltd
  • FormatHardback
Størrelse og vægt
  • Vægt980 g
  • Dybde2 cm
  • coffee cup img
    10 cm
    book img
    15,5 cm
    23,5 cm

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