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

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Hoes van 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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Taal Engels ● Formaat PDF ● Pagina’s 176 ● ISBN 9789812819338 ● Bestandsgrootte 16.5 MB ● Uitgeverij World Scientific Publishing Company ● Stad Singapore ● Land SG ● Gepubliceerd 1996 ● Downloadbare 24 maanden ● Valuta EUR ● ID 2447507 ● Kopieerbeveiliging Adobe DRM

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