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

Libro 3 de 53: Springer Finance

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

 
9781852333041: Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)
Tapa dura
ISBN 10: 1852333049 ISBN 13: 9781852333041
Editorial: Springer, 2000

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2000
Idioma
Inglés
ISBN 10 
1852333049
ISBN 13 
9781852333041
Encuadernación
Tapa dura
Número de páginas
188
Contacto del fabricante
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Heidelberg
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Alemania

Otras ediciones populares con el mismo título

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

Edición Destacada

ISBN 10:  1849968616 ISBN 13:  9781849968614
Editorial: Springer, 2010
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