Książka Efficient Methods for Valuing Interest Rate Derivatives Antoon Pelsser

Efficient Methods for Valuing Interest Rate Derivatives

Język: Angielski
Oprawa: Miękka
Wydawca: Springer, Berlin
Dostępność: Dostępna u dostawcy
Wysyłamy za 5-8 dni
556.00
This book provides an overview of the models that can be used for valuing and managing interest rate...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2010
strony
172
EAN
9781849968614
ISBN
1849968616
Enbook ID
05260488
Waga
269
Wymiary
155 x 235 x 10

Pełny opis

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.§

Możesz być zainteresowany

Fiasco

Thomas E. Ricks
66.51
66.32
433.87

Captain Pott's Minister

Francis L. (Francis Le Roy) Cooper
67.10
65.63
65.63

Graphic Poetics

Richard Bradford
219.84
390.08

Reluctant Emperor

Donald M. Nicol
554.33
55.00
296.99

Warren Oates

Susan Compo
143.27
466.35

Klienci, którzy kupili tę książkę, kupili również

61.99

Sommererde

Roswitha Gruber
43.78
46.05
63.07

Ajan

Chris Pavone
141.21

Portraits Litteraires. 2 (Ed.1862-1864)

Charles Augustin Sainte-Beuve
141.89