Efficient Methods for Valuing Interest Rate Derivatives - Couverture rigide

Pelsser, Antoon

Couverture rigide

ISBN 10 : 1852333049 ISBN 13 : 9781852333041

Editeur : Springer London Ltd, 2000

Synopsis

Efficient Methods for Valuing Interest Rate Derivatives 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 the practical issues, such as the implementation of models, and model selection.
Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.

Détails de l'édition

• Éditeur: Springer London Ltd
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 1852333049
• ISBN 13: 9781852333041
• Reliure: Relié
• Nombre de pages: 172
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne