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Interest Rate Modelling by Simona Svoboda - Simona Svoboda
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Interest Rate Modelling by Simona Svoboda - used book

ISBN: 9781403934703

Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow profitable, efficient trading in these products, acc… More...

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Interest Rate Modelling (Finance and Capital Markets Series) - Svoboda, S.
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Interest Rate Modelling (Finance and Capital Markets Series) - hardcover

2003, ISBN: 9781403934703

Palgrave Macmillan, Hardcover, Auflage: 2004, 286 Seiten, Publiziert: 2003-12-19T00:00:01Z, Produktgruppe: Book, 0.59 kg, Verkaufsrang: 5864496, Macroeconomics, Economics, Business, Finan… More...

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Interest Rate Modelling (Finance and Capital Markets Series) - Svoboda, S.
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Svoboda, S.:
Interest Rate Modelling (Finance and Capital Markets Series) - hardcover

2003

ISBN: 9781403934703

Palgrave Macmillan, Hardcover, Auflage: 2004, 286 Seiten, Publiziert: 2003-12-19T00:00:01Z, Produktgruppe: Book, 0.59 kg, Verkaufsrang: 5864496, Macroeconomics, Economics, Business, Finan… More...

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S. Svoboda:
Interest Rate Modelling - hardcover

ISBN: 9781403934703

Hardback, [PU: Palgrave USA], Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. A study of the evolution of interest rat… More...

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Interest Rate Modelling - S. Svoboda
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S. Svoboda:
Interest Rate Modelling - hardcover

2003, ISBN: 9781403934703

Buch, Hardcover, 2004 ed. [PU: Palgrave Macmillan], Palgrave Macmillan, 2003

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Details of the book
Interest Rate Modelling (Finance and Capital Markets Series)

Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow profitable, efficient trading in these products, accurate and mathematically sound valuation techniques are required to make pricing, hedging and risk management of the resulting positions available. Svoboda looks at the predecessors of market models and focuses on describing and explaining the general shape of the interest rate term structure.

Details of the book - Interest Rate Modelling (Finance and Capital Markets Series)


EAN (ISBN-13): 9781403934703
ISBN (ISBN-10): 1403934703
Hardcover
Publishing year: 2004
Publisher: Palgrave Macmillan
250 Pages
Weight: 0,553 kg
Language: eng/Englisch

Book in our database since 2007-04-08T02:54:37-04:00 (New York)
Detail page last modified on 2023-01-25T09:06:07-05:00 (New York)
ISBN/EAN: 9781403934703

ISBN - alternate spelling:
1-4039-3470-3, 978-1-4039-3470-3
Alternate spelling and related search-keywords:
Book author: svoboda
Book title: modelling, first rate


Information from Publisher

Author: S. Svoboda
Title: Finance and Capital Markets Series; Interest Rate Modelling
Publisher: Palgrave Macmillan; Palgrave Macmillan UK
275 Pages
Publishing year: 2003-12-19
London; GB
Language: English
277,13 € (DE)
284,90 € (AT)
306,00 CHF (CH)
Available
XI, 275 p.

BB; Hardcover, Softcover / Wirtschaft/Volkswirtschaft; Makroökonomie; Verstehen; derivatives; dynamics; equilibrium; growth; interest; modeling; investments and securities; Macroeconomics and Monetary Economics; Business and Management; Corporate Finance; Financial Services; Betriebswirtschaft und Management; Unternehmensfinanzierung; Finanzenwesen und Finanzindustrie; EA; BC; EA

Introduction The Vasicek Model The Cox, Ingersoll and Ross Model The Brennan and Schwartz Model Longstaff® and Schwartz: A Two-Factor Equilibrium Model Langetieg's Multi Factor Equilibrium Framework The Ball and Torous Model The Hull and White Model The Black, Derman and Toy One-Factor Interest Rate Model The Black and Karasinski Model The Ho and Lee Model The Heath, Jarrow and Morton Model Brace, Gatarek and Musiela Model Calibration of the Hull White - Extended Vasicek Approach Calibration of the Black, Derman and Toy Discrete Time Model Calibration of the Heath, Jarrow and Jorton Framework Conclusion Bibliography

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