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Business/Investing Simona Svoboda, «Interest Rate Modelling» (Repost)

Posted on 2010-03-16




Name:Business/Investing Simona Svoboda, «Interest Rate Modelling» (Repost)
ASIN/ISBN:1403934703
Language:English
File size:7.2 Mb
ISBN: 1403934703
Publish Date: 2004 Year
File Type: CHM
File Size: 7,2 Mb
Pages: 250 Pages
Other Info: Palgrave Macmillan
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Simona Svoboda, «Interest Rate Modelling»

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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