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Efficient Methods for Valuing Interest Rate Derivatives - Springer Finance Antoon Pelsser Softcover Reprint of Hardcover 1st Ed. 2000 edition
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Efficient Methods for Valuing Interest Rate Derivatives - Springer Finance
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, 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.
184 pages, 3 black & white illustrations, biography
| Media | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
| Vrijgegeven | 21 oktober 2010 |
| ISBN13 | 9781849968614 |
| Uitgevers | Springer London Ltd |
| Pagina's | 184 |
| Afmetingen | 156 × 234 × 10 mm · 267 g |
| Taal en grammatica | Engels |
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