[PDF] Efficient Methods For Valuing Interest Rate Derivatives Springer Finance Ebook
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Efficient Methods for Valuing Interest Rate Derivatives ... 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. Springer Finance - cms.dm.uba.ar Mathematical Models of Financial Derivatives (1998) M. Krllpmann. Irrational Exuberance Reconsidered: The Cross Section of Stock Returns, 2nd Edition (2004) A. Pe/sser. Efficient Methods for Valuing Interest Rate Derivatives (2000) J.-L. Prigent, Weak Convergence of Financial Markets (2003) B. Schmid. interest rate management springer finance - nwcbooks.com This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics.
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