Efficient Methods for Valuing Interest Rate Derivatives
Download or Read eBook Efficient Methods for Valuing Interest Rate Derivatives PDF written by Antoon Pelsser and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 177 pages. Available in PDF, EPUB and Kindle.
Author | : Antoon Pelsser |
Publisher | : Springer Science & Business Media |
Total Pages | : 177 |
Release | : 2013-03-09 |
ISBN-10 | : 9781447138884 |
ISBN-13 | : 1447138880 |
Rating | : 4/5 (84 Downloads) |
Book Synopsis Efficient Methods for Valuing Interest Rate Derivatives by : Antoon Pelsser
Book excerpt: 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.