Understanding and managing interest rate risks:
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 pr...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c1996
|
| Schriftenreihe: | Series in mathematical finance
v. 1 |
| Schlagworte: | |
| Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | xii, 157 p. ill |
| ISBN: | 9789812819338 |
Internformat
MARC
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| 650 | 4 | |a Fixed-income securities / Mathematical models | |
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Datensatz im Suchindex
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| author | Chen, Ren-Raw |
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/23 |
| dewey-search | 332.63/23 |
| dewey-sort | 3332.63 223 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV044636706 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:57:49Z |
| institution | BVB |
| isbn | 9789812819338 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030034679 |
| oclc_num | 1012732499 |
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| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xii, 157 p. ill |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| series2 | Series in mathematical finance |
| spelling | Chen, Ren-Raw Verfasser aut Understanding and managing interest rate risks Ren-Raw Chen Singapore World Scientific Pub. Co. c1996 xii, 157 p. ill txt rdacontent c rdamedia cr rdacarrier Series in mathematical finance v. 1 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 Interest rate risk / Mathematical models Financial futures / Mathematical models Fixed-income securities / Mathematical models Erscheint auch als Druck-Ausgabe 9789810227517 Erscheint auch als Druck-Ausgabe 9810227515 http://www.worldscientific.com/worldscibooks/10.1142/3182#t=toc Verlag URL des Erstveroeffentlichers Volltext |
| spellingShingle | Chen, Ren-Raw Understanding and managing interest rate risks Interest rate risk / Mathematical models Financial futures / Mathematical models Fixed-income securities / Mathematical models |
| title | Understanding and managing interest rate risks |
| title_auth | Understanding and managing interest rate risks |
| title_exact_search | Understanding and managing interest rate risks |
| title_full | Understanding and managing interest rate risks Ren-Raw Chen |
| title_fullStr | Understanding and managing interest rate risks Ren-Raw Chen |
| title_full_unstemmed | Understanding and managing interest rate risks Ren-Raw Chen |
| title_short | Understanding and managing interest rate risks |
| title_sort | understanding and managing interest rate risks |
| topic | Interest rate risk / Mathematical models Financial futures / Mathematical models Fixed-income securities / Mathematical models |
| topic_facet | Interest rate risk / Mathematical models Financial futures / Mathematical models Fixed-income securities / Mathematical models |
| url | http://www.worldscientific.com/worldscibooks/10.1142/3182#t=toc |
| work_keys_str_mv | AT chenrenraw understandingandmanaginginterestraterisks |