Interest Rate Modelling / by Simona Svoboda
Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Finance and Capital Markets Series | SpringerLink Bücher | Springer eBook Collection Palgrave Economics & Finance Collection | Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013Publisher: London : Palgrave Macmillan, 2004Description: Online-Ressource (XI, 275 p, online resource)ISBN:- 9781403946027
- HB172.5
- HG1621
Contents:
Summary: Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structuresPPN: PPN: 1657487563Package identifier: Produktsigel: ZDB-1-PEO | ZDB-2-PEF | ZDB-2-SEB | ZDB-2-SXEF
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