Efficient Methods for Valuing Interest Rate Derivatives

Antoon Pelsser

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Language: English

Published by Springer London Jul 2000, 2000

1852333049 / 9781852333041

Series: Book 3 of 53 - Springer Finance

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 184 pp. Englisch.

Seller Inventory # 9781852333041

Title
Efficient Methods for Valuing Interest Rate Derivatives
Author
Antoon Pelsser
Publisher
Springer London Jul 2000
Publication year
2000
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1852333049
ISBN 13
9781852333041
Item weight
448 grams
Dimensions
241x160x15 mm
Series
Book 3 of 53: Springer Finance

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.71US$ 26.71
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BuchWeltWeit Ludwig Meier e.K.

Germany