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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.
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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 (HB 2000)
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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_367376418
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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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Efficient Methods for Valuing Interest Rate Derivatives
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Efficient Methods for Valuing Interest Rate Derivatives
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