Interest-rate management

Author(s)

• Zagst, Rudi

Bibliographic Information

Interest-rate management

Rudi Zagst

（Springer finance）

Springer, c2002

Note

Bibliography: p. [325]-332

Includes index

Description and Table of Contents

Description

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.

Table of Contents

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.

by "Nielsen BookData"

Details

• NCID: BA57161965
• ISBN:
  • 3540675949
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xv, 341 p.
• Size: 24 cm
• Parent Bibliography ID:
  • BA37506339