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Titel:

Interest Rate Management

Dokumenttyp:
Buch
Autor(en):
Zagst, R.
Nicht-TUM Koautoren:
nein
Kooperation:
-
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...     »
Verlag / Institution:
Springer Finance, Springer Verlag
Verlagsort:
Heidelberg
Seiten/Umfang:
341
Jahr:
2002
Intellectual Contribution:
Contribution to Practice
Sprache:
en
Format:
Text
Key publication:
Ja
Peer reviewed:
ja
International:
Ja
commissioned:
commissioned by government agency
Kategorie:
textbook
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