Efficient Methods for Valuing Interest Rate Derivatives

Released on by Antoon Pelsser
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  • Efficient Methods for Valuing Interest Rate Derivatives Book Detail

  • Author : Antoon Pelsser
  • Release Date : 2013-03-09
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 177
  • ISBN 13 : 1447138880
  • File Size : 41,41 MB
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Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser PDF Summary

Book 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.

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