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Interest-Rate Management Book

Interest-Rate Management
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Interest-Rate Management, 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 fi, Interest-Rate Management
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  • Interest-Rate Management
  • Written by author Zagst, Rudi
  • Published by Springer-Verlag New York, LLC, 12/7/2010
  • 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 fi
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Book Categories

Authors

Introduction.- Shastic Processes and Martingales.- Financial Markets.- Interest Rate Markets.- Interest Rate Derivatives.- Risk Measures.- Risk Management.- Appendix.


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Interest-Rate Management, 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 fi, Interest-Rate Management

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Interest-Rate Management, 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 fi, Interest-Rate Management

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Interest-Rate Management, 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 fi, Interest-Rate Management

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