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Synopsis
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.
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- PublisherSpringer
- Publication date2000
- ISBN 10 1852333049
- ISBN 13 9781852333041
- BindingHardcover
- LanguageEnglish
- Number of pages184
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Efficient Methods for Valuing Interest Rate Derivatives. Springer Finance
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Efficient Methods for Valuing Interest Rate Derivatives
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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
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EFFICIENT METHODS FOR VALUING INTEREST RATE DERIVATIVES (HB 2000)
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EFFICIENT METHODS FOR VALUING INTEREST RATE DERIVATIVES (HB 2000)
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Efficient Methods for Valuing Interest Rate Derivatives
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Efficient Methods for Valuing Interest Rate Derivatives
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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 # ABTA-219100
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Efficient Methods for Valuing Interest Rate Derivatives
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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
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Efficient Methods for Valuing Interest Rate Derivatives 2000th Ed
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Efficient Methods for Valuing Interest Rate Derivatives
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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_377015671
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Efficient Methods for Valuing Interest Rate Derivatives
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-1852333049
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