Cover Image

Interest-Rate Management /

Show other versions (2)

The complexity of new financial products as well as the ever-increasing importance of derivative securities for financial risk and portfolio management have made mathematical pricing models and comprehensive risk management tools increasingly important. This book adresses the needs of both researche...

Full description

Bibliographic Details
Main Author:	Zagst, Rudi
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2002.
Series:	Springer finance.
Subjects:	Mathematics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book

Similar Items

Efficient Methods for Valuing Interest Rate Derivatives /
by: Pelsser, Antoon
Published: (2000)

Uncertain Volatility Models -- Theory and Application /
by: Buff, Robert
Published: (2002)

CreditRisk+ in the Banking Industry /
by: Gundlach, Matthias
Published: (2004)

Visual Explorations in Finance : with Self-Organizing Maps /
by: Deboeck, Guido
Published: (1998)

Fractals and Scaling in Finance : Discontinuity, Concentration, Risk. Selecta Volume E /
by: Mandelbrot, Benoit B.
Published: (1997)

Financial Markets Theory : Equilibrium, Efficiency and Information /
by: Barucci, Emilio
Published: (2003)

Interest Rate Models Theory and Practice /
by: Brigo, Damiano
Published: (2001)

Advances in Finance and Stochastics : Essays in Honour of Dieter Sondermann /
by: Sandmann, Klaus
Published: (2002)

Credit Risk: Modeling, Valuation and Hedging /
by: Bielecki, Tomasz R.
Published: (2004)

Pricing in (In)Complete Markets : Structural Analysis and Applications /
by: Esser, Angelika
Published: (2004)

Mathematical Finance and Probability : a Discrete Introduction /
by: Medina, Pablo Koch
Published: (2003)

Derivative Securities and Difference Methods /
by: Zhu, Youlan
Published: (2004)

Financial Risk in Insurance /
by: Ottaviani, G.
Published: (2000)

Option Theory with Stochastic Analysis : an Introduction to Mathematical Finance /
by: BENTH, FRED ESPEN
Published: (2004)

Modelling Extremal Events : for Insurance and Finance /
by: Embrechts, Paul
Published: (1997)

Mathematical Methods in Risk Theory /
by: Bühlmann, Hans

Monte Carlo Methods in Financial Engineering /
by: Glasserman, Paul
Published: (2003)

Probability Essentials /
by: Jacod, Jean
Published: (2004)

Exponential Functionals of Brownian Motion and Related Processes /
by: Yor, Marc
Published: (2001)

Non-Life Insurance Mathematics /
by: Straub, Erwin
Published: (1988)

Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets /
by: Kraft, Holger
Published: (2004)

Fiscal Policy, Public Debt and the Term Structure of Interest Rates /
by: Demmel, Roland
Published: (1999)

Stochastic Calculus and Financial Applications /
by: Steele, J. Michael
Published: (2001)

Mathematical finance : Workshop of the Mathematical Finance Research Project, Konstaz, Germany, October 5-7, 2000 /
Published: (2001)

Ratings, Rating Agencies and the Global Financial System /
by: Levich, Richard M.
Published: (2002)

Lundberg Approximations for Compound Distributions with Insurance Applications /
by: Willmot, Gordon E.
Published: (2001)

Economic Dynamics and General Equilibrium : Time and Uncertainty /
by: Borglin, Anders
Published: (2004)

A Game Theory Analysis of Options : Corporate Finance and Financial Intermediation in Continuous Time /
by: Ziegler, Alexandre
Published: (2004)

An Introduction to Copulas /
by: Nelsen, Roger B.
Published: (1999)

Progress in Industrial Mathematics at ECMI 2002 /
by: Buik̦is, Andris
Published: (2004)

Knuckman : dollar will be catalyst for higher gold /
Published: (2013)

Monte Carlo and Quasi-Monte Carlo Methods 2002 : Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002 /
by: Niederreiter, Harald
Published: (2004)

Handbook of Computational and Numerical Methods in Finance /
by: Rachev, Svetlozar T.
Published: (2004)

Wilmott.
Published: (2001)

Exchange Rate Regimes and Macroeconomic Stability /
by: Ho, Lok-sang
Published: (2003)

Contemporary Quantitative Finance : Essays in Honour of Eckhard Platen /
Published: (2010)

Credit Risk : Measurement, Evaluation and Management /
by: Bol, G. (Georg)
Published: (2003)

Accounting and finance for non-finance managers /
by: Batra, Jai Kumar
Published: (2019)

Imperfect Information and Investor Heterogeneity in the Bond Market /
by: Riedel, Frank
Published: (2000)

The Economics of Informational Decentralization: Complexity, Efficiency, and Stability : Essays in Honor of Stanley Reiter /
by: Ledyard, John O.
Published: (1994)