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

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Copertina di 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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Lingua Inglese ● Formato PDF ● Pagine 176 ● ISBN 9789812819338 ● Dimensione 16.5 MB ● Casa editrice World Scientific Publishing Company ● Città Singapore ● Paese SG ● Pubblicato 1996 ● Scaricabile 24 mesi ● Moneta EUR ● ID 2447507 ● Protezione dalla copia Adobe DRM

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