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Rudi Zagst - Interest-rate Management - 9783540675945 - V9783540675945
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Interest-rate Management

€ 129.24
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Description for Interest-rate Management Hardback. This work aims to address the needs of both researchers and practitioners. It combines an 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. Series: Springer Finance. Num Pages: 356 pages, biography. BIC Classification: KFFM; PBK; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 20. Weight in Grams: 660.
Who gains all his ends did set the level too low. Although the history of trading on financial markets started a long and possibly not exactly definable time ago, most financial analysts agree that the core of mathematical finance dates back to the year 1973. Not only did the world's first option exchange open its doors in Chicago in that year but Black and Scholes published their pioneering paper [BS73] on the pricing and hedging of contingent claims. Since then their explicit pricing formula has become the market standard for pricing European stock op­ tions and related financial derivatives. In ... Read more

Product Details

Format
Hardback
Publication date
2002
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
356
Condition
New
Series
Springer Finance
Number of Pages
341
Place of Publication
Berlin, Germany
ISBN
9783540675945
SKU
V9783540675945
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Interest-rate Management
From the reviews: "The book Interest Rate Management by Zagst is … ‘written for students, researchers, and practitioners who want to get an insight into the modelling of interest-rate markets as well as the pricing and management of interest-rate derivatives’. ... a book that is both mathematically rigorous and shows practical applications of the ... Read more

Goodreads reviews for Interest-rate Management


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