Jeroen F. J. De Munnik 
The Valuation of Interest Rate Derivative Securities [EPUB ebook] 

Dukung

The increased volatility of interest rates during recent years and the corresponding introduction of a variety of interest rate derivative securities like bond options, futures and embedded options in mortgages, underlines the need for a comprehensive financial theory to determine values of fixed income instruments and derivative securities consistently. This book provides: * a detailed overview and classification of the different approaches to value interest rate dependent securities * a comparison of the numerical approaches to value complex securities * an empirical examination for the Dutch Fixed Income Market of some well-known interest rate models which demonstrates recent improvements to describe interest rate movements in relation to contingent claim valuation.

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Format EPUB ● Halaman 200 ● ISBN 9781134775910 ● Penerbit Taylor and Francis ● Diterbitkan 2005 ● Diunduh 3 kali ● Mata uang EUR ● ID 3521538 ● Perlindungan salinan Adobe DRM
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