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Kniha Interest-Rate Management Rudi Zagst

Interest-Rate Management

Autor: Rudi Zagst
Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Dostupnosť: Skladom u dodávateľa v malom množstve
Odosielame za 13-18 dní
106.26 €
This book adresses the needs of both researchers and practitioners. It combines a rigorous overview...

Informácie o knihe

Autor
Rudi Zagst
Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2002
Stránok
341
EAN
9783540675945
ISBN
3540675949
Enbook ID
01567426
Vydavateľ
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Hmotnosť
656
Rozmery
155 x 235 x 27

Kompletný popis

This book adresses the needs of both researchers and practitioners. It combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook for graduate and PhD students in mathematics who want to get some knowledge about financial markets. The first part of the book is an exposition of advanced stochastic calculus. It defines the theoretical framework for the pricing and hedging of contingent claims with a special focus on interest-rate markets. The second part covers a selection of short and long-term oriented risk measures as well as their application to the risk management of interest -rate portfolios. Interesting and comprehensive case studies are provided to illustrate the theoretical concepts.

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