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

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Bìa của 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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Ngôn ngữ Anh ● định dạng PDF ● Trang 176 ● ISBN 9789812819338 ● Kích thước tập tin 16.5 MB ● Nhà xuất bản World Scientific Publishing Company ● Thành phố Singapore ● Quốc gia SG ● Được phát hành 1996 ● Có thể tải xuống 24 tháng ● Tiền tệ EUR ● TÔI 2447507 ● Sao chép bảo vệ Adobe DRM

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