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Interest-Rate Management

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642087080
  • Indbinding:
  • Paperback
  • Sideantal:
  • 341
  • Udgivet:
  • 7. December 2010
  • Udgave:
  • 12002
  • Størrelse:
  • 234x156x18 mm.
  • Vægt:
  • 551 g.
  • 8-11 hverdage.
  • 4. Oktober 2024

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Beskrivelse af Interest-Rate Management

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.

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