Efficient Methods for Valuing Interest Rate Derivatives Antoon Pelsser

ISBN: 9781852333041

Published: July 31st 2000

Hardcover

172 pages


Description

Efficient Methods for Valuing Interest Rate Derivatives  by  Antoon Pelsser

Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser
July 31st 2000 | Hardcover | PDF, EPUB, FB2, DjVu, talking book, mp3, RTF | 172 pages | ISBN: 9781852333041 | 8.66 Mb

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 secondMoreThis 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 authors focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore a host of practical issues.



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