Interest-rate management

著者

• Zagst, Rudi

書誌事項

Interest-rate management

Rudi Zagst

（Springer finance）

Springer, c2002

注記

Bibliography: p. [325]-332

Includes index

内容説明・目次

内容説明

This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.

目次

1 Introduction.- I Mathematical Finance Background.- 2 Stochastic Processes and Martingales.- 3 Financial Markets.- II Modelling and Pricing in Interest-Rate Markets.- 4 Interest-Rate Markets.- 5 Interest-Rate Derivatives.- III Measuring and Managing Interest-Rate Risk.- 6 Risk Measures.- 7 Risk Management.- 8 Appendix.- References.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA57161965
• ISBN:
  • 3540675949
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: xv, 341 p.
• 大きさ: 24 cm
• 親書誌ID:
  • BA37506339