ENGLISH

Interest Rate Modelling

By Simona Svoboda

Book information

Publisher
Palgrave Macmillan
Year
2004
ISBN
1403934703
LCC
HG1621 .S86 2004
Open Library ID
OL3694074M
Language
english
Format
CHM
Filesize
7 MB (7306034 bytes)
Series
Finance and Capital Markets
Pages
250\0
Library
Kolxo3
Time added
2009-07-20 03:45:11

Description

Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow profitable, efficient trading in these products, accurate and mathematically sound valuation techniques are required to make pricing, hedging and risk management of the resulting positions available. Svoboda looks at the predecessors of market models and focuses on describing and explaining the general shape of the interest rate term structure.

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