Interest-Rate Management

Name: Interest-Rate Management
Author: Rudi Zagst

Specificaties

Gebonden, 341 blz. | Engels

Springer Berlin Heidelberg | 2002e druk, 2002

ISBN13: 9783540675945

Rubricering

Springer Berlin Heidelberg 2002e druk, 2002 9783540675945

Onderdeel van serie Springer Finance

120,99

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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

ISBN13:9783540675945

Taal:Engels

Bindwijze:gebonden

Aantal pagina's:341

Uitgever:Springer Berlin Heidelberg

Druk:2002

Hoofdrubriek:Financieel management

Serie:Springer Finance

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.