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Understanding And Managing Interest Rate Risks

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Understanding And Managing Interest Rate Risks R.-R. Chen
Libristo kod: 05065527
Nakladnici World Scientific Publishing Co Pte Ltd, siječanj 1996
The book is a systematic summary of modern term structure theories and how interest rate contingent... Cijeli opis
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The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.

Informacije o knjizi

Puni naziv Understanding And Managing Interest Rate Risks
Autor R.-R. Chen
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 1996
Broj stranica 176
EAN 9789810227517
ISBN 9810227515
Libristo kod 05065527
Težina 358
Dimenzije 157 x 218 x 15
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