Efficient Methods for Valuing Interest Rate Derivatives / Najlacnejšie knihy
Efficient Methods for Valuing Interest Rate Derivatives

Code: 05260488

Efficient Methods for Valuing Interest Rate Derivatives

by Antoon Pelsser

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 ... more

133.52 €

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Book synopsis

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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Book category Books in English Mathematics & science Mathematics Applied mathematics

133.52 €

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