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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.
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Understanding And Managing Interest Rate Risks.
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World Scientific;, 1996
ISBN 10: 9810227515
ISBN 13: 9789810227517
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gebundene Ausgabe. Condition: Gut. 157 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 380. Seller Inventory # 1610430
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Understanding And Managing Interest Rate Risks
Published by
World Scientific Publishing Company, 1996
ISBN 10: 9810227515
ISBN 13: 9789810227517
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Understanding And Managing Interest Rate Risks (Series in Mathematical Finance, V. 1)
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Understanding and Managing Interest Rate Risks (Hardback or Cased Book)
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World Scientific Publishing Company 10/4/1996, 1996
ISBN 10: 9810227515
ISBN 13: 9789810227517
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Hardback or Cased Book. Condition: New. Understanding and Managing Interest Rate Risks. Book. Seller Inventory # BBS-9789810227517
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Understanding and Managing Interest Rate Risks (Series in Mathematical Finance, V. 1)
Published by
World Scientific Pub Co Inc, 1996
ISBN 10: 9810227515
ISBN 13: 9789810227517
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Paperback. Condition: Brand New. illustrated edition. 157 pages. 9.00x6.50x0.75 inches. In Stock. Seller Inventory # x-9810227515
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Understanding and Managing Interest Rate Risks
Published by
WORLD SCIENTIFIC PUB CO INC, 1996
ISBN 10: 9810227515
ISBN 13: 9789810227517
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Seller: moluna, Greven, Germany
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Gebunden. Condition: New. InhaltsverzeichnisTerm structure models options and futures common interest rate contracts parameter estimation hedging interest rate risks current problems and future research.KlappentextrnrnThis work offers a s. Seller Inventory # 909655487
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