Mohlo by se vám také líbit

Více informací o knize Interest-Rate Management

• Parametry knihy
• Anotace
• Oblíbené z jiného soudku

Nákupem získáte 331 bodů

Anotace knihy

This book adresses the needs of both researchers and practitioners. It 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 for graduate and PhD students in mathematics who want to get some knowledge about financial markets. The first part of the book is an exposition of advanced stochastic calculus. It defines the theoretical framework for the pricing and hedging of contingent claims with a special focus on interest-rate markets. The second part covers a selection of short and long-term oriented risk measures as well as their application to the risk management of interest -rate portfolios. Interesting and comprehensive case studies are provided to illustrate the theoretical concepts.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Interest-Rate Management
• Autor: Rudi Zagst
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 341
• EAN: 9783540675945
• ISBN: 3540675949
• ID: 01567426
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 656 g
• Rozměry: 235 × 155 × 27 mm
• Datum vydání: 24. April 2002

Oblíbené z jiného soudku

---

---

---