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

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Portada de 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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Idioma Inglés ● Formato PDF ● Páginas 176 ● ISBN 9789812819338 ● Tamaño de archivo 16.5 MB ● Editorial World Scientific Publishing Company ● Ciudad Singapore ● País SG ● Publicado 1996 ● Descargable 24 meses ● Divisa EUR ● ID 2447507 ● Protección de copia Adobe DRM

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