Interest Rate Modelling:
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolut...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Palgrave Macmillan UK
2004
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| Schlagworte: | |
| Online-Zugang: | DE-12 DE-634 DE-526 DE-521 DE-1043 DE-M347 DE-92 DE-898 DE-1049 DE-523 DE-Re13 DE-91 DE-473 DE-19 DE-355 DE-703 DE-20 DE-706 DE-824 DE-29 DE-739 URL des Erstveröffentlichers |
| Zusammenfassung: | Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures |
| Beschreibung: | 1 Online-Ressource (XI, 275 Seiten) |
| ISBN: | 9781403946027 |
| DOI: | 10.1057/9781403946027 |
Internformat
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Datensatz im Suchindex
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| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1057/9781403946027 |
| format | Electronic eBook |
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| spelling | Svoboda, Simona aut Interest Rate Modelling by Simona Svoboda London Palgrave Macmillan UK 2004 1 Online-Ressource (XI, 275 Seiten) txt rdacontent c rdamedia cr rdacarrier Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures Business Management science Business enterprises / Finance Investment banking Securities Macroeconomics Erscheint auch als Druck-Ausgabe 9781349517329 https://doi.org/10.1057/9781403946027 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Svoboda, Simona Interest Rate Modelling Business Management science Business enterprises / Finance Investment banking Securities Macroeconomics |
| title | Interest Rate Modelling |
| title_auth | Interest Rate Modelling |
| title_exact_search | Interest Rate Modelling |
| title_exact_search_txtP | Interest Rate Modelling |
| title_full | Interest Rate Modelling by Simona Svoboda |
| title_fullStr | Interest Rate Modelling by Simona Svoboda |
| title_full_unstemmed | Interest Rate Modelling by Simona Svoboda |
| title_short | Interest Rate Modelling |
| title_sort | interest rate modelling |
| topic | Business Management science Business enterprises / Finance Investment banking Securities Macroeconomics |
| topic_facet | Business Management science Business enterprises / Finance Investment banking Securities Macroeconomics |
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