Interest Rate Modelling (Finance and Capital Markets Series) - Tapa blanda

Svoboda, S.

 
9781349517329: Interest Rate Modelling (Finance and Capital Markets Series)
Tapa blanda
ISBN 10: 1349517321 ISBN 13: 9781349517329
Editorial: Palgrave Macmillan, 2004

Sinopsis

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

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Acerca del autor

SIMONA SVOBODA works as a Quantitative Analyst on the interest rates structuring desk at Rand Merchant Bank, South Africa. Prior to this she held positions in asset management and risk where she was involved in the development of market risk VAR models and credit portfolio management.

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Editorial
Palgrave Macmillan
Año de publicación
2004
Idioma
Inglés
ISBN 10 
1349517321
ISBN 13 
9781349517329
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
288
Contacto del fabricante
Springer Nature Customer Service Center GmbH
ProductSafety@springernature.com

Europaplatz 3,69115 Heidelberg, Germany
Heidelberg
69115
Alemania

Otras ediciones populares con el mismo título

9781403934703: Interest Rate Modelling (Finance and Capital Markets Series)

Edición Destacada

ISBN 10:  1403934703 ISBN 13:  9781403934703
Editorial: Palgrave Macmillan, 2003
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