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Více informací o knize Understanding And Managing Interest Rate Risks

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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Economic theory & philosophy

• Plný název: Understanding And Managing Interest Rate Risks
• Autor: R.-R. Chen
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 176
• EAN: 9789810227517
• ISBN: 9810227515
• ID: 05065527
• Nakladatelství: World Scientific Publishing Co Pte Ltd
• Hmotnost: 358 g
• Rozměry: 218 × 157 × 15 mm
• Datum vydání: 10. January 1996

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