Interest-Rate Management

Released on by Rudi Zagst
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  • Interest-Rate Management Book Detail

  • Author : Rudi Zagst
  • Release Date : 2013-04-17
  • Publisher : Springer Science & Business Media
  • Genre : Business & Economics
  • Pages : 349
  • ISBN 13 : 3662121069
  • File Size : 21,21 MB
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Interest-Rate Management by Rudi Zagst PDF Summary

Book Description: 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. Interesting and comprehensive case studies illustrate the theoretical concepts.

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