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Dokumenttyp:
Buch 
Autor(en):
Zagst, R. 
Nicht-TUM Koautoren:
nein 
Kooperation:
Titel:
Interest Rate Management 
Abstract:
This book addresses the needs of both researchers and practitioners. It combines a rigorous overview of the mathematics of financial markets with an insight into the practical applications of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook for graduate and PhD students in mathematics who want to get some knowledge about financial markets. The first part of the book is an exposition of advanced stochastic calculus. It define...    »
 
Intellectual Contribution:
Contribution to Practice 
Verlag / Institution:
Springer Finance, Springer Verlag 
Verlagsort:
Heidelberg 
Jahr:
2002 
Seiten/Umfang:
341 
Sprache:
en 
Format:
Text 
Key publication:
Ja 
Peer reviewed:
ja 
International:
Ja 
commissioned:
commissioned by government agency 
Kategorie:
textbook