Efficient Methods for Valuing Interest Rate Derivatives - 9781849968614-image

Efficient Methods for Valuing Interest Rate Derivatives - 9781849968614

$ 62.08

Book Title: Efficient Methods for Valuing Interest Rate Derivatives gtin13: 9781849968614 Country of Origin: United States ISBN: 9781849968614

Description

Efficient Methods for Valuing Interest Rate Derivatives Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Author(s): Antoon Pelsser Format: Paperback Publisher: Springer London Ltd, United Kingdom Imprint: Springer London Ltd ISBN-13: 9781849968614, 978-1849968614 Synopsis 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. 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 the practical issues, such as the implementation of models, and model selection. Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.

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  3. It seems silly being asked to leave feedback 3 times for 3 books bought in the same order so 'copy and paste' it is... Ordered Friday and delivered the following Friday. Communicayion was good but the courier was a bit optimistic saying on Thursday that I would get the parcel that day. It arrived the next afternoon. Good packaging, all books new and excelllent condition. Good prices = or I would not have purchased!

    Ashref Ali9c

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