Efficient Methods for Valuing Interest Rate Derivatives

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Efficient Methods for Valuing Interest Rate Derivatives - Pelsser, Antoon

This book provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the ...

Efficient Methods for Valuing Interest Rate Derivatives 2010, Springer London Ltd, England

ISBN-13: 9781849968614

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Efficient Methods for Valuing Interest Rate Derivatives 2000, Springer, London, England

ISBN-13: 9781852333041

Hardcover

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