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Efficient Methods for Valuing Interest Rate Derivatives

Language EnglishEnglish
Book Hardback
Book Efficient Methods for Valuing Interest Rate Derivatives Antoon Pelsser
Libristo code: 05260510
Publishers Springer, Berlin, November 1999
This book provides an overview of the models that can be used for valuing and managing interest rate... Full description
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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
Binding Book - Hardback
Date of issue 2000
Number of pages 172
EAN 9781852333041
ISBN 1852333049
Libristo code 05260510
Publishers Springer, Berlin
Weight 452
Dimensions 162 x 241 x 17

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics
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