Articles liés à Understanding And Managing Interest Rate Risks

Understanding And Managing Interest Rate Risks - Couverture souple

Chen, Ren-Raw

 
9789810227517: Understanding And Managing Interest Rate Risks
Couverture souple
ISBN 10 : 9810227515 ISBN 13 : 9789810227517
Editeur : Wspc, 1996

Synopsis

The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Wspc
Date d'édition
1996
Langue
anglais
ISBN 10 
9810227515
ISBN 13 
9789810227517
Reliure
Broché
Nombre de pages
174
Coordonnées du fabricant
non disponible
Personne responsable
non disponible