Interest-Rate Management

Paperback Engels 2010 9783642087080
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.

Specificaties

ISBN13:9783642087080
Taal:Engels
Bindwijze:paperback
Aantal pagina's:341
Uitgever:Springer Berlin Heidelberg
Druk:0

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Inhoudsopgave

1 Introduction.- I Mathematical Finance Background.- 2 Stochastic Processes and Martingales.- 3 Financial Markets.- II Modelling and Pricing in Interest-Rate Markets.- 4 Interest-Rate Markets.- 5 Interest-Rate Derivatives.- III Measuring and Managing Interest-Rate Risk.- 6 Risk Measures.- 7 Risk Management.- 8 Appendix.- References.

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        Interest-Rate Management