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.
"synopsis" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Efficient Methods for Valuing Interest Rate Derivatives
Seller Image
Efficient Methods for Valuing Interest Rate Derivatives. Springer Finance
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Gut. 172 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 430. Seller Inventory # 2125549
Stock Image
Efficient Methods for Valuing Interest Rate Derivatives
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9781852333041. Seller Inventory # 9866373
Buy Used
US$ 34.27
Shipping:
US$ 16.90
From United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Efficient Methods for Valuing Interest Rate Derivatives
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_368424928
Stock Image
Efficient Methods for Valuing Interest Rate Derivatives
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G1852333049I4N00
Stock Image
Efficient Methods for Valuing Interest Rate Derivatives
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G1852333049I2N00
Stock Image
EFFICIENT METHODS FOR VALUING INTEREST RATE DERIVATIVES (HB 2000)
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-67164
Stock Image
EFFICIENT METHODS FOR VALUING INTEREST RATE DERIVATIVES (HB 2000)
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEOCT25-223366
Stock Image
EFFICIENT METHODS FOR VALUING INTEREST RATE DERIVATIVES (HB 2000)
Seller: SMASS Sellers, IRVING, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed. Seller Inventory # ASNT3-67164
Stock Image
Efficient Methods for Valuing Interest Rate Derivatives
Seller: ALLBOOKS1, Direk, SA, Australia
Seller rating 5 out of 5 stars
Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address. Seller Inventory # SHAK223366
Stock Image
Efficient Methods for Valuing Interest Rate Derivatives
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9781852333041. Seller Inventory # 8671352
Buy Used
US$ 77.42
Shipping:
US$ 16.90
From United Kingdom to U.S.A.
Quantity: 1 available