Erhältlich:
Nicht auf Lager
Buch (Hardcover): Fachbuch
Understanding And Managing Interest Rate Risks
Verlag:
World Scientific Publishing Unsere-Artikel-Nr.: P35900610
EAN: 9789810227517
Erhältlich:
Nicht auf Lager
Zustellung: Fr, 16.10.2026
Versand: Kostenlos
-7.9 %
CHF 76.–
CHF 70.–
Beschreibung
The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.
Spezifikationen
Sprache
- Englisch
Autor
- Ren-raw Chen
Erscheinungsjahr
- 1996
Format
- Buch (Hardcover)