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  • Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) (Hardcover – 31 July 2000)
  • Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) (Hardcover – 31 July 2000)
  • Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) (Hardcover – 31 July 2000)
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Antoon Pelsser

Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance) (Hardcover – 31 July 2000)

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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 author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore a host of practical issues.

  • Publisher ‏ : ‎ Springer; 2000th edition (31 July 2000)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 172 pages
  • ISBN-10 ‏ : ‎ 1852333049
  • ISBN-13 ‏ : ‎ 978-1852333041
  • Item Weight ‏ : ‎ 980 g
  • Dimensions ‏ : ‎ 15.6 x 1.27 x 23.4 cm

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