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Efficient Methods For Valuing Interest Rate Derivatives
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Efficient Methods For Valuing Interest Rate Derivatives

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Efficient Methods For Valuing Interest Rate Derivatives

Antoon

Published by Springer | Language - English | Binding - Paper Back

Average Rating (95 Customers)

` 6743 (19% off) ` 5471

+ The price is inclusive of GST.
+ Free Shipping (for orders above `199).

Description

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.

An overview of the models that can be used for valuing and managing interest rate derivatives, this methodology is divided into two parts; the first discusses and compares traditional models while the second part concentrates on more recently developed Market models.

Details

Book: Efficient Methods For Valuing Interest Rate Derivatives
Author:
ISBN-13: 9781852333041
Product Code 9781852333041
Binding: Paper Back
Publishing Date: 2000-07-31
Publisher: Springer
Language: English

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