Credit Risk Mode Valuation & Hedging

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Credit Risk Mode Valuation &...

Credit Risk Mode Valuation & Hedging

Name: Credit Risk Mode Valuation & Hedging
ISBN: 9783540417729

Federer Walter Theodore

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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.

Kategorie:

Mathematics

Rok:

2002

Wydawnictwo:

Springer

Język:

english

Strony:

270

ISBN 10:

3540417729