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Efficient Methods for Valuing Interest Rate Derivatives

Language EnglishEnglish
Book Paperback
Book Efficient Methods for Valuing Interest Rate Derivatives Antoon Pelsser
Libristo code: 05260488
Publishers Springer, Berlin, November 2009
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 - 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

Categories

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