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Zinsstrukturmodelle (Studies in Contemporary Economics) [Paperback]

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Item description for Zinsstrukturmodelle (Studies in Contemporary Economics) by Markus Rudolf...

Zinsstrukturmodelle sind Modellanstze, die eine konsequente Fortfhrung der Optionspreistheorie von Black und Scholes darstellen. Sie greifen die Problematik der Bewertung und des Risikomanagements von Zinsinstrumenten/Zinsderivaten auf.
Dieses Buch unterscheidet sich von der bisherigen Literatur durch eine konsequente Aufarbeitung der Implementation von Zinsstrukturmodellen in zeitdiskreten Modellen. Ein besonderer Schwerpunkt liegt dabei auf den Ein- und Zweifaktormodellen von Ho und Lee, Hull und White sowie Heath, Jarrow, Morton. Eine Besonderheit besteht in der theoretischen und empirischen Analyse von Bond-Futures Kontrakten am deutschen Kapitalmarkt.

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Item Specifications...

Pages   242
Est. Packaging Dimensions:   Length: 9.13" Width: 6.14" Height: 0.55"
Weight:   0.93 lbs.
Binding  Softcover
Release Date   Feb 21, 2000
Publisher   Physica-Verlag Heidelberg
ISBN  3790812692  
ISBN13  9783790812695  

Availability  61 units.
Availability accurate as of May 25, 2017 04:16.
Usually ships within one to two business days from La Vergne, TN.
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1Books > Foreign Language Books > German > Nonfiction
2Books > Foreign Language Books > German > Professional & Technical
3Books > Subjects > Business & Investing > Industries & Professions > Banks & Banking
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General

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