Efficient Methods for Valuing Interest Rate Derivatives

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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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Efficient Methods for Valuing Interest Rate Derivatives.pdf (14.11 MB, 需要: 20 个论坛币)

2015-4-16 18:58:09 上传

Springer Finance Series
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Product Details

• Series: Springer Finance
• Hardcover: 172 pages
• Publisher: Springer; 2000 edition (September 6, 2000)
• Language: English
• ISBN-10: 1852333049
• ISBN-13: 978-1852333041
• Product Dimensions: 6.1 x 0.5 x 9.2 inches
• Shipping Weight: 15.5 ounces (View shipping rates and policies)
• Average Customer Review: 5.0 out of 5 stars See all reviews(3 customer reviews)
  

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关键词：derivatives Derivative EFFICIENT interest Valuing experience discusses developed practical industry

lasgpope宇宙超爆发

lasgpope 发表于 2015-4-16 19:00
This book provides an overview of the models that can be used for valuing and managing interest rate ...

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