Business Interest Rate Modelling (0471975230)

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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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	Technical Interest Rate Modelling (Finance and Capital Markets) Author: Simona SvobodaPublisher: Palgrave MacmillanPublish Date: 03 April, 2004ISBN: 1403934703
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	Business/Investing Modelling Fixed Income Securities and Interest Rate Options (2nd Edition) ISBN: 0804744386Pages: 368This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all ...
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