Efficient Methods for Valuing Interest Rate Derivatives - Antoon Pelsser
-40% koodiga BOOKS
Saadetis 12-18 tööpäeva jooksul
30-päevane tagastamisõigus
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 no ... Täielik kirjeldus
Võib-olla meeldib sulle ka
TOP
Biology: A Global Approach, Global Edition
Neil Campbell, Rebecca Orr, Lisa Urry, Peter Minorsky, Michael Cain, Jane Reece, Steven Wasserman
-40% koodiga BOOKS
Meie tarnija laos
TOP
Six Not-so-easy Pieces: Einstein's Relativity, Symmetry, and Space-Time
Richard P. Feynman, Robert B. Leighton, Matthew Sands
-40% koodiga BOOKS
Meie tarnija laos
TOP
Determined: The Science of Life Without Free Will
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Age of Alchemy: How Early Innovators Shaped Modern Chemistry
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Secrets of our DNA: How Genetics has Changed the World
-40% koodiga BOOKS
Meie tarnija laos
TOP
Janeway's Immunobiology
Leslie J. Berg, Kenneth Murphy, Casey Weaver
-40% koodiga BOOKS
Meie tarnija laos
TOP
How to Solve it: A New Aspect of Mathematical Method
-40% koodiga BOOKS
Meie tarnija laos
TOP
Why We Sleep: Unlocking the Power of Sleep and Dreams
-40% koodiga BOOKS
Laos
TOP
The Light Eaters: How the Unseen World of Plant Intelligence Offers a New Understanding of Life on Earth
-40% koodiga BOOKS
Meie tarnija laos
TOP
Six Easy Pieces: Essentials of Physics Explained by Its Most Brilliant Teacher
Richard P. Feynman, Robert B. Leighton, Matthew Sands
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Rise and Fall of the Dinosaurs: A New History of a Lost World
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Rise and Reign of the Mammals: A New History, from the Shadow of the Dinosaurs to Us
-40% koodiga BOOKS
Meie tarnija laos
TOP
Learn Faster, Perform Better: A Musician's Guide to the Neuroscience of Practicing
-40% koodiga BOOKS
Meie tarnija laos
TOP
Why Machines Learn: The Elegant Maths Behind Modern AI
-40% koodiga BOOKS
Meie tarnija laos
TOP
Beyond Inheritance: Our Ever-Mutating Cells and a New Understanding of Health
-40% koodiga BOOKS
Meie tarnija laos
TOP
The Feynman Lectures on Physics. The New Millennium Edition
Matthew Sands, Robert Leighton, Richard Feynman
-40% koodiga BOOKS
Meie tarnija laos
TOP
Thing Explainer: Complicated Stuff in Simple Words
-40% koodiga BOOKS
Meie tarnija laos
TOP
Behave: The Biology of Humans at Our Best and Worst
-40% koodiga BOOKS
Meie tarnija laos
Kirjeldus
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.
Lisateave
| Autor | Antoon Pelsser |
|---|---|
| Kirjastaja | Springer London |
| Series | Springer Finance |
| Väljalaskeaasta | 2010 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9781849968614 |