Join Amazon Prime and get unlimited Free One-Day Delivery. Already a member? Sign in.

 

or
Sign in to turn on 1-Click ordering.
 
   
More Buying Choices
11 used & new from £37.97

Have one to sell? Sell yours here
 
   
Tell a Friend
Interest-rate Management (Springer Finance) (Springer Finance)
 
 

Interest-rate Management (Springer Finance) (Springer Finance) (Hardcover)

by Rudi Zagst (Author)
No customer reviews yet. Be the first.
RRP: £52.99
Price: £50.34 & this item Delivered FREE in the UK with Super Saver Delivery. See details and conditions
You Save: £2.65 (5%)
Temporarily out of stock.
Order now and we'll deliver when available. We'll e-mail you with an estimated delivery date as soon as we have more information. Your account will only be charged when we ship the item.
Dispatched from and sold by Amazon.co.uk. Gift-wrap available.

11 used & new available from £37.97

Product details


Customers Viewing This Page May Be Interested in These Sponsored Links

 (What is this?)
Finance Software
microsoft.com/uk/everyonegetsit    Fully integrated and customisable Finance software from Microsoft. 
Financial Management
www.DebtAdvisorOnline.co.uk    Write Off Up To 70% Of Debt Today! Expert Advice On Dealing With Debt 
Debt Management Help
www.chasesaunders.co.uk    Clear all your debts with a debt management plan. Free advice & help 

Product Description

Synopsis
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.

Inside This Book (Learn More)
Explore More
Concordance
Browse Sample Pages
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
Search inside this book:

Tag this product

 ( What's this?)
Think of a tag as a keyword or label you consider is strongly related to this product.
Tags will help all customers organize and find favorite items.
Your tags: Add your first tag
Search Products Tagged with
 

Customer Reviews


There are no customer reviews yet.   Create your own review
Video reviews
Video reviews
New feature! Amazon now allows customers to upload product video reviews. Use a webcam or video camera to record and upload reviews to Amazon.
Ad