Understanding and Managing Interest Rate Risks (Hardback or Cased Book)
Language: English
Published by World Scientific Publishing Company 10/4/1996, 1996
- Hardcover
- New
Seller: BargainBookStores, Grand Rapids, MI, U.S.A.BargainBookStores
AbeBooks seller since January 23, 2002
Condition: New
US$ 66.45
Quantity: 5 available
Add to basketItem description from seller
Understanding and Managing Interest Rate Risks.
Seller Inventory # BBS-9789810227517
- Title
- Understanding and Managing Interest Rate Risks (Hardback or Cased Book)
- Author
- Ren-Raw Chen
- Publisher
- World Scientific Publishing Company 10/4/1996
- Publication year
- 1996
- Condition
- New
- Book Type
- Book
- Binding
- Hardback or Cased Book
- Language
- English
- ISBN 10
- 9810227515
- ISBN 13
- 9789810227517
- Item weight
- 0.79 pounds
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.
"Synopsis" may belong to another edition of this title.
BargainBookStores
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