Kniha Efficient Methods for Valuing Interest Rate Derivatives Antoon Pelsser

Efficient Methods for Valuing Interest Rate Derivatives

Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Springer, Berlin
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
129.81
This book provides an overview of the models that can be used for valuing and managing interest rate...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2010
Stránok
172
EAN
9781849968614
ISBN
1849968616
Enbook ID
05260488
Vydavateľ
Hmotnosť
269
Rozmery
155 x 235 x 10

Kompletný popis

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.§

Mohlo by vás zaujímať

Fiasco

Thomas E. Ricks
14.51
16.87
106.16

Captain Pott's Minister

Francis L. (Francis Le Roy) Cooper
15.69
14.41
14.32

Graphic Poetics

Richard Bradford
53.96
101.45

Reluctant Emperor

Donald M. Nicol
123.43
12.06
72.60

Warren Oates

Susan Compo
31.78
117.64

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež

14.41

Sommererde

Roswitha Gruber
11.86
10.61
14.71

Ajan

Chris Pavone
32.96

Portraits Litteraires. 2 (Ed.1862-1864)

Charles Augustin Sainte-Beuve
31.59