Efficient Methods for Valuing Interest Rate Derivatives
Language: English
Published by Springer, 2010
Series: Book 3 of 53 - Springer Finance
- Softcover
- Used
Seller: ThriftBooks-Dallas, Dallas, TX, U.S.A.ThriftBooks-Dallas
AbeBooks seller since July 2, 2009
Condition: Used - Fair
US$ 111.28
Quantity: 1 available
Add to basketItem description from seller
Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less.
Seller Inventory # G1849968616I5N00
- Title
- Efficient Methods for Valuing Interest Rate Derivatives
- Author
- Pelsser, Antoon
- Publisher
- Springer
- Publication year
- 2010
- Condition
- Fair
- Dust jacket
- No Jacket
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1849968616
- ISBN 13
- 9781849968614
- Item weight
- 0.59 pounds
- Series
- Book 3 of 53: Springer Finance
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.
"Synopsis" may belong to another edition of this title.
ThriftBooks-Dallas
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