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.
Published by
World Scientific;, 1996
ISBN 10: 9810227515
ISBN 13: 9789810227517
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gebundene Ausgabe
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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 (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
Seller: Revaluation Books, Exeter, United Kingdom
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Paperback. Condition: Brand New. illustrated edition. 157 pages. 9.00x6.50x0.75 inches. In Stock. Seller Inventory # zk9810227515
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