Efficient Methods for Valuing Interest Rate Derivatives

Efficient Methods for Valuing Interest Rate Derivatives

Antoon Pelsser

159,01 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2010
ISBN:
9781849968614
159,01 €
IVA incluido
Disponible

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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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Otros libros del autor

  • Efficient Methods for Valuing Interest Rate Derivatives
    Antoon Pelsser
    Efficient Methods for Valuing Interest Rate Derivatives 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 competi...
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