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Interest Rate Management [Hardcover]

Our Price $ 121.26  
Retail Value $ 129.00  
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Item Number 226282  
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Item description for Interest Rate Management by Rudi Zagst...

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 can 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 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 are provided to illustrate the theoretical concepts.

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Item Specifications...

Pages   343
Est. Packaging Dimensions:   Length: 9.44" Width: 6.44" Height: 1.01"
Weight:   1.45 lbs.
Binding  Hardcover
Release Date   Jun 10, 2002
Publisher   Springer
ISBN  3540675949  
ISBN13  9783540675945  

Availability  117 units.
Availability accurate as of Oct 28, 2016 02:11.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.

More About Rudi Zagst

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Product Categories

1Books > Special Features > New & Used Textbooks > Business & Finance > Economics
2Books > Special Features > New & Used Textbooks > Business & Finance > Finance
3Books > Special Features > New & Used Textbooks > Sciences > Mathematics
4Books > Subjects > Business & Investing > Economics > General
5Books > Subjects > Business & Investing > Economics > Statistics
6Books > Subjects > Business & Investing > Finance > Interest
7Books > Subjects > Business & Investing > General
8Books > Subjects > Business & Investing > Investing
9Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
10Books > Subjects > Science > Mathematics > Applied
11Books > Subjects > Science > Mathematics > General

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