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Business/Investing Efficient Methods for Valuing Interest Rate Derivatives

Posted on 2010-03-17




Name:Business/Investing Efficient Methods for Valuing Interest Rate Derivatives
ASIN/ISBN:1852333049
Language:English
Pages:172
File size:7.6 Mb
   Business/Investing Efficient Methods for Valuing Interest Rate Derivatives

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Efficient Methods for Valuing Interest Rate Derivatives 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 . . .
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