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

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

 
9781852333041: Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

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.

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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.

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Weitere beliebte Ausgaben desselben Titels

9781849968614: Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)

Vorgestellte Ausgabe

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