Ren-raw Chen: UNDERSTAND & MANAGING INTEREST RATE.(V1) (PDF) < الاقتصاد < العلوم الاجتماعية < آخر الأخبار

Ren-raw Chen
UNDERSTAND & MANAGING INTEREST RATE.(V1) [PDF ebook]

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غلاف Ren-raw Chen: UNDERSTAND & MANAGING INTEREST RATE.(V1) (PDF)

The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.

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لغة الإنجليزية ● شكل PDF ● صفحات 176 ● ISBN 9789812819338 ● حجم الملف 16.5 MB ● الناشر World Scientific Publishing Company ● مدينة Singapore ● بلد SG ● نشرت 1996 ● للتحميل 24 الشهور ● دقة EUR ● هوية شخصية 2447507 ● حماية النسخ Adobe DRM

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