Efficient Methods for Valuing Interest Rate Derivatives /

Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second conce...

Full description

Bibliographic Details

Main Author:	Pelsser, Antoon
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	London : Springer London, 2000.
Series:	Springer finance.
Subjects:	Mathematics. Finance. Electronic books.
Online Access:	Connect to the full text of this electronic book