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Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser 9781849968614

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Description

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.

Book Information
ISBN 9781849968614
Author Antoon Pelsser
Format Paperback
Page Count 172
Imprint Springer London Ltd
Publisher Springer London Ltd
Weight(grams) 302g

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