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.
€84.99
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Bahasa Inggeris ● Format PDF ● Halaman-halaman 176 ● ISBN 9789812819338 ● Saiz fail 16.5 MB ● Penerbit World Scientific Publishing Company ● Bandar raya Singapore ● Negara SG ● Diterbitkan 1996 ● Muat turun 24 bulan ● Mata wang EUR ● ID 2447507 ● Salin perlindungan Adobe DRM
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