Efficient Methods for Valuing Interest Rate Derivatives

Amazon.com Price: $37.91 (as of 11/10/2019 06:42 PST- Details)

Categories: Accounting, Applied, Books, Business and Money, Economics, Interest, Investing, Mathematics, Science and Math, Subjects

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Description

This book provides an overview of the models that can be utilized for valuing and managing rate of interest derivatives. Split into two parts, the primary discusses and compares the normal models, such as spot- and forward-rate models, at the same time as the second one concentrates at the more recently developed Market models. Unlike most of his competitors, the writer’s center of attention is not just at the mathematics: Antoon Pelsser draws on his experience in industry to explore a host of practical issues.

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Efficient Methods for Valuing Interest Rate Derivatives

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