Efficient Methods for Valuing Interest Rate Derivatives

Antoon Pelsser

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Language: English

Published by Springer, 2010

1849968616 / 9781849968614

Series: Book 3 of 53 - Springer Finance

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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 competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection.Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.

Seller Inventory # 9781849968614

Title
Efficient Methods for Valuing Interest Rate Derivatives
Author
Antoon Pelsser
Publisher
Springer
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1849968616
ISBN 13
9781849968614
Item weight
295 grams
Dimensions
235x155x11 mm
Series
Book 3 of 53: Springer Finance

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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