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Efficient Methods for Valuing Interest Rate Derivatives
Language
English
English
Book
Paperback
This book provides an overview of the models that can be used for valuing and managing interest rate...
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Libristo code: 05260488
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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.§
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About the book
Full name
Efficient Methods for Valuing Interest Rate Derivatives
Author
Antoon Pelsser
Language
English
English
Binding
Book - Paperback
Date of issue
2010
Number of pages
172
EAN
9781849968614
ISBN
1849968616
Libristo code
05260488
Publishers
Springer, Berlin
Weight
269
Dimensions
155 x 235 x 10
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