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Document type:
Buch 
Author(s):
Zagst, R. 
Non-TUM Co-author(s):
nein 
Cooperation:
Title:
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...    »
 
Publisher:
Springer Finance, Springer Verlag 
Publisher address:
Heidelberg 
Pages:
341 
Year:
2002 
Intellectual Contribution:
Contribution to Practice 
Language:
en 
Format:
Text 
Key publication:
Ja 
Peer reviewed:
ja 
International:
Ja 
commissioned:
commissioned by government agency 
Category:
textbook