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Efficient Methods for Valuing Interest Rate DerivativesBy Antoon Pelsser
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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.
- Sales Rank: #2598633 in Books
- Brand: Brand: Springer
- Published on: 2000-09-06
- Original language: English
- Number of items: 1
- Dimensions: 9.21" h x .50" w x 6.14" l, .97 pounds
- Binding: Hardcover
- 172 pages
- Used Book in Good Condition
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