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Interest-Rate Management /

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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...

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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
Table of Contents:
  • Introduction
  • Stochastic Processes and Martingales
  • Financial Markets
  • Interest Rate Markets
  • Interest Rate Derivatives
  • Risk Measures
  • Risk Management
  • Appendix.