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Understanding And Managing Interest Rate Risks
Language
English
English
Book
Hardback
The book is a systematic summary of modern term structure theories and how interest rate contingent...
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Libristo code: 05065527
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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.
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About the book
Full name
Understanding And Managing Interest Rate Risks
Author
R.-R. Chen
Language
English
English
Binding
Book - Hardback
Date of issue
1996
Number of pages
176
EAN
9789810227517
ISBN
9810227515
Libristo code
05065527
Publishers
World Scientific Publishing Co Pte Ltd
Weight
358
Dimensions
157 x 218 x 15
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