Save 40% on select Business & Management books + FREE shipping or 50% on Physics eBooks!

Springer Finance

Efficient Methods for Valuing Interest Rate Derivatives

Authors: Pelsser, Antoon

Free Preview

Buy this book

eBook 67,82 €
price for Spain (gross)
  • ISBN 978-1-4471-3888-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 93,59 €
price for Spain (gross)
  • ISBN 978-1-85233-304-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 83,19 €
price for Spain (gross)
  • ISBN 978-1-84996-861-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection.
Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.

Table of contents (12 chapters)

Table of contents (12 chapters)

Buy this book

eBook 67,82 €
price for Spain (gross)
  • ISBN 978-1-4471-3888-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 93,59 €
price for Spain (gross)
  • ISBN 978-1-85233-304-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Softcover 83,19 €
price for Spain (gross)
  • ISBN 978-1-84996-861-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Efficient Methods for Valuing Interest Rate Derivatives
Authors
Series Title
Springer Finance
Copyright
2000
Publisher
Springer-Verlag London
Copyright Holder
Springer-Verlag London
eBook ISBN
978-1-4471-3888-4
DOI
10.1007/978-1-4471-3888-4
Hardcover ISBN
978-1-85233-304-1
Softcover ISBN
978-1-84996-861-4
Series ISSN
1616-0533
Edition Number
1
Number of Pages
XII, 172
Number of Illustrations
3 b/w illustrations
Topics