Ebook > Social Sciences > Economy > Ren-raw Chen: UNDERSTAND & MANAGING INTEREST RATE.(V1) (PDF)

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

Support

Cover of 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.

€79.99

Buy this ebook and get 1 more FREE!

Language English ● Format PDF ● Pages 176 ● ISBN 9789812819338 ● File size 16.5 MB ● Publisher World Scientific Publishing Company ● City Singapore ● Country SG ● Published 1996 ● Downloadable 24 months ● Currency EUR ● ID 2447507 ● Copy protection Adobe DRM

Requires a DRM capable ebook reader

More ebooks from the same author(s) / Editor

251,969 Ebooks in this category

Cover of Dr Emel Aktas & Professor Michael Bourlakis: Supply Chain 4.0

Dr Emel Aktas & Professor Michael Bourlakis: Supply Chain 4.0

Supply Chain 4.0 has introduced automation into logistics and supply chain processes, exploiting predictive analytics to better match supply with demand, optimizing operations and using the latest te …

Cover of Nikolaos T. Christou & . Petr Vanicek: Geoid and its Geophysical Interpretations

Nikolaos T. Christou & . Petr Vanicek: Geoid and its Geophysical Interpretations

Geoid and its Geophysical Interpretations explains how an accurate geoid can be constructed and used for a variety of applied and theoretical geophysical purposes. The book discusses existing …

Cover of Urs Birchler & Monika (Universitat St. Gallen, Switzerland) Butler: Information Economics

Urs Birchler & Monika (Universitat St. Gallen, Switzerland) Butler: Information Economics

This new text book by Urs Birchler and Monika Butler is an introduction to the study of how information affects economic relations. The authors provide a narrative treatment of the more formal conc …

Cover of Juan C.G. Galindo & Francisco A. Macias: Allelopathy

Juan C.G. Galindo & Francisco A. Macias: Allelopathy

Most, if not all, books on allelopathy cover the ecological, agronomic, and descriptive physiological aspects. And although the amount of papers published on the chemical aspects and mode of action …

Cover of Victor (River dynamics and inland water transport, Deltares, Delft, The Netherlands) Chavarrias & Alessandra (IHE Delft Institute for Water Education, Delft, The Netherlands) Crosato: River Flow 2020

Victor (River dynamics and inland water transport, Deltares, Delft, The Netherlands) Chavarrias & Alessandra (IHE Delft Institute for Water Education, Delft, The Netherlands) Crosato: River Flow 2020

Rivers form one of the lifelines in our society by providing essential services such as availability of fresh water, navigation, energy, ecosystem services, and flood conveyance. Because of this …

Cover of John R. Woodard: Enterprise GIS

John R. Woodard: Enterprise GIS

This book defines and discusses how the field of Enterprise Architecture (EA) can be incorporated into the design of Enterprise Geographic Information Systems (EGIS). The objective of EA is to develo …

Cover of P. Mary (Jaipuria Institute of Management, India) Jeyanthi & A. (PSG Institute of Management, India) Mansurali: Marketing Analytics

P. Mary (Jaipuria Institute of Management, India) Jeyanthi & A. (PSG Institute of Management, India) Mansurali: Marketing Analytics

With businesses becoming ever more competitive, marketing strategies need to be more precise and performance oriented. Companies are investing considerably in analytical infrastructure for marketing. …

Cover of S. Bobby Rauf: Finance and Accounting for Energy Engineers

S. Bobby Rauf: Finance and Accounting for Energy Engineers

The purpose of this second edition is to provide an overview of important principles in the fields of finance and accounting, and the application of those principles for financial analysis of en …

Cover of Raymond F. Mikesell: The Global Copper Industry

Raymond F. Mikesell: The Global Copper Industry

Originally published in 1988. Copper is one of the most actively traded commodities. It is a crucial commodity for industrialised countries, most of which depend on imports for their supplies. Copper …