Interest-Rate Management:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2002
|
Schriftenreihe: | Springer Finance
|
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | The complexity of new financial products as well as the ever-increasing importance of derivative securities for financial risk and portfolio management have made mathematical pricing models and comprehensive risk management tools increasingly important. 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 may 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 is a mathematically biased market-oriented description of the most famous interest rate models and a variety of interest rate derivatives. It 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 based on real market data are provided to illustrate the theoretical concepts and to illuminate their practical usefulness |
Beschreibung: | 1 Online-Ressource (XV, 341 p) |
ISBN: | 9783662121061 9783642087080 |
ISSN: | 1616-0533 |
DOI: | 10.1007/978-3-662-12106-1 |
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Datensatz im Suchindex
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any_adam_object | |
author | Zagst, Rudi |
author_facet | Zagst, Rudi |
author_role | aut |
author_sort | Zagst, Rudi |
author_variant | r z rz |
building | Verbundindex |
bvnumber | BV042423466 |
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dewey-full | 519 |
dewey-hundreds | 500 - Natural sciences and mathematics |
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 | 10.1007/978-3-662-12106-1 |
format | Electronic eBook |
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spelling | Zagst, Rudi Verfasser aut Interest-Rate Management by Rudi Zagst Berlin, Heidelberg Springer Berlin Heidelberg 2002 1 Online-Ressource (XV, 341 p) txt rdacontent c rdamedia cr rdacarrier Springer Finance 1616-0533 The complexity of new financial products as well as the ever-increasing importance of derivative securities for financial risk and portfolio management have made mathematical pricing models and comprehensive risk management tools increasingly important. 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 may 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 is a mathematically biased market-oriented description of the most famous interest rate models and a variety of interest rate derivatives. It 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 based on real market data are provided to illustrate the theoretical concepts and to illuminate their practical usefulness Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Management (DE-588)4037278-9 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Zins (DE-588)4067845-3 gnd rswk-swf Zinsänderungsrisiko (DE-588)4067851-9 gnd rswk-swf Zinsoption (DE-588)4234822-5 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Risikomanagement (DE-588)4121590-4 gnd rswk-swf 1\p (DE-588)4113937-9 Hochschulschrift gnd-content Kreditmarkt (DE-588)4073788-3 s Zinsoption (DE-588)4234822-5 s Risikomanagement (DE-588)4121590-4 s 2\p DE-604 Zins (DE-588)4067845-3 s Management (DE-588)4037278-9 s Stochastischer Prozess (DE-588)4057630-9 s 3\p DE-604 Derivat Wertpapier (DE-588)4381572-8 s Zinsänderungsrisiko (DE-588)4067851-9 s 4\p DE-604 Zinsstrukturtheorie (DE-588)4117720-4 s 5\p DE-604 https://doi.org/10.1007/978-3-662-12106-1 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 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Zagst, Rudi Interest-Rate Management Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Management (DE-588)4037278-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Zins (DE-588)4067845-3 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd Zinsoption (DE-588)4234822-5 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Risikomanagement (DE-588)4121590-4 gnd |
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title | Interest-Rate Management |
title_auth | Interest-Rate Management |
title_exact_search | Interest-Rate Management |
title_full | Interest-Rate Management by Rudi Zagst |
title_fullStr | Interest-Rate Management by Rudi Zagst |
title_full_unstemmed | Interest-Rate Management by Rudi Zagst |
title_short | Interest-Rate Management |
title_sort | interest rate management |
topic | Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Management (DE-588)4037278-9 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Zins (DE-588)4067845-3 gnd Zinsänderungsrisiko (DE-588)4067851-9 gnd Zinsoption (DE-588)4234822-5 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd Kreditmarkt (DE-588)4073788-3 gnd Risikomanagement (DE-588)4121590-4 gnd |
topic_facet | Mathematics Finance Quantitative Finance Finance/Investment/Banking Mathematik Management Derivat Wertpapier Stochastischer Prozess Zins Zinsänderungsrisiko Zinsoption Zinsstrukturtheorie Kreditmarkt Risikomanagement Hochschulschrift |
url | https://doi.org/10.1007/978-3-662-12106-1 |
work_keys_str_mv | AT zagstrudi interestratemanagement |