Efficient Methods for Valuing Interest Rate Derivatives - Springer Finance - Antoon Pelsser - Books - Springer London Ltd - 9781852333041 - July 31, 2000
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Efficient Methods for Valuing Interest Rate Derivatives - Springer Finance

Antoon Pelsser

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Efficient Methods for Valuing Interest Rate Derivatives - Springer Finance

Presents an overview of the models that can be used for valuing and managing interest rate derivatives. This book discusses and compares the traditional models such as spot- and forward-rate models, and concentrates on developed Market models. It focuses on the mathematics, and explores a host of practical issues.


184 pages, 3 black & white illustrations, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 31, 2000
ISBN13 9781852333041
Publishers Springer London Ltd
Pages 184
Dimensions 162 × 241 × 17 mm   ·   439 g
Language English