Efficient Methods for Valuing Interest Rate Derivatives (Paperback, Softcover reprint of hardcover 1st ed. 2000)

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.

General

Imprint:	Springer London
Country of origin:	United Kingdom
Series:	Springer Finance
Release date:	October 2010
First published:	2000
Authors:	Antoon Pelsser
Dimensions:	235 x 155 x 10mm (L x W x T)
Format:	Paperback
Pages:	172
Edition:	Softcover reprint of hardcover 1st ed. 2000
ISBN-13:	978-1-84996-861-4
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General Promotions
LSN:	1-84996-861-6
Barcode:	9781849968614

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