Efficient Methods for Valuing Interest Rate Derivatives:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Springer London
2000
|
| Schriftenreihe: | Springer Finance
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (XII, 172 p) |
| ISBN: | 9781447138884 9781849968614 |
| ISSN: | 1616-0533 |
| DOI: | 10.1007/978-1-4471-3888-4 |
Internformat
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Datensatz im Suchindex
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| author | Pelsser, Antoon |
| author_facet | Pelsser, Antoon |
| author_role | aut |
| author_sort | Pelsser, Antoon |
| author_variant | a p ap |
| building | Verbundindex |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519 |
| dewey-search | 519 |
| dewey-sort | 3519 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4471-3888-4 |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
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| isbn | 9781447138884 9781849968614 |
| issn | 1616-0533 |
| language | English |
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| spelling | Pelsser, Antoon Verfasser aut Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser London Springer London 2000 1 Online-Ressource (XII, 172 p) txt rdacontent c rdamedia cr rdacarrier Springer Finance 1616-0533 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 Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 gnd rswk-swf Zins (DE-588)4067845-3 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Zins (DE-588)4067845-3 s Derivat Wertpapier (DE-588)4381572-8 s Bewertung (DE-588)4006340-9 s Mathematisches Modell (DE-588)4114528-8 s 1\p DE-604 Zinsstrukturtheorie (DE-588)4117720-4 s 2\p DE-604 https://doi.org/10.1007/978-1-4471-3888-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Pelsser, Antoon Efficient Methods for Valuing Interest Rate Derivatives Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell (DE-588)4114528-8 gnd Bewertung (DE-588)4006340-9 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd Zins (DE-588)4067845-3 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4006340-9 (DE-588)4117720-4 (DE-588)4067845-3 (DE-588)4381572-8 |
| title | Efficient Methods for Valuing Interest Rate Derivatives |
| title_auth | Efficient Methods for Valuing Interest Rate Derivatives |
| title_exact_search | Efficient Methods for Valuing Interest Rate Derivatives |
| title_full | Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser |
| title_fullStr | Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser |
| title_full_unstemmed | Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser |
| title_short | Efficient Methods for Valuing Interest Rate Derivatives |
| title_sort | efficient methods for valuing interest rate derivatives |
| topic | Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell (DE-588)4114528-8 gnd Bewertung (DE-588)4006340-9 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd Zins (DE-588)4067845-3 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Mathematics Finance Quantitative Finance Mathematik Mathematisches Modell Bewertung Zinsstrukturtheorie Zins Derivat Wertpapier |
| url | https://doi.org/10.1007/978-1-4471-3888-4 |
| work_keys_str_mv | AT pelsserantoon efficientmethodsforvaluinginterestratederivatives |