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Efficient Methods for Valuing Interest Rate Derivatives - Springer Finance Antoon Pelsser
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Efficient Methods for Valuing Interest Rate Derivatives - Springer Finance
Antoon Pelsser
Presents an overview of the models that can be used for valuing and managing interest rate derivatives. This book discusses and compares the traditional models such as spot- and forward-rate models, and concentrates on developed Market models. It focuses on the mathematics, and explores a host of practical issues.
184 pages, 3 black & white illustrations, biography
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 31. julija 2000 |
| ISBN13 | 9781852333041 |
| Založniki | Springer London Ltd |
| Strani | 184 |
| Dimenzije | 162 × 241 × 17 mm · 439 g |
| Jezik | Angleščina |
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