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Interest Rate Management (Hardcover, 2002 ed.) Loot Price: R2,913
Discovery Miles 29 130

Interest Rate Management (Hardcover, 2002 ed.)

Rudi Zagst

Series: Springer Finance Series

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Loot Price R2,913 Discovery Miles 29 130 | Repayment Terms: R273 pm x 12*

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This book adresses the needs of both researchers and practitioners. It 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 for graduate and PhD students in mathematics who want to get some knowledge about financial markets. The first part of the book is an exposition of advanced stochastic calculus. It defines the theoretical framework for the pricing and hedging of contingent claims with a special focus on interest-rate markets. The second part covers a selection of short and long-term oriented risk measures as well as their application to the risk management of interest -rate portfolios. Interesting and comprehensive case studies are provided to illustrate the theoretical concepts.

General

Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Country of origin: Germany
Series: Springer Finance Series
Release date: April 2002
First published: 2002
Authors: Rudi Zagst
Dimensions: 240 x 160 x 21mm (L x W x T)
Format: Hardcover
Pages: 341
Edition: 2002 ed.
ISBN-13: 978-3-540-67594-5
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 3-540-67594-9
Barcode: 9783540675945

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