Interest rate management /

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, 1961- (Author)
Format:	Book
Language:	English
Published:	Berlin ; New York : Springer, [2002]
Series:	Springer finance.
Subjects:	Interest rates > Mathematical models. Taux d'intérêt > Modèles mathématiques. Derivat > Wertpapier Kreditmarkt Management Risikomanagement Stochastischer Prozess Zins Zinsoption Zinsstrukturtheorie Zinsänderungsrisiko Portfolio-analyse. Risk management. Optimaliseren. Rente. Stochastische analyse. Mathematische programmering. Matemática aplicada. Finanças (modelos matemáticos) Taxa de juros. Administração de risco. Marché financier. Instrument dérivé (Finances) Gestion des risques. Risque de taux. Mathématique financière. Modèle mathématique. Taux d'intérêt.
Online Access:	Table of contents Table of contents Table of contents Table of contents Full text available from Springer Nature Book Archives Millennium (2000-2004) Publisher description Kapitel 1 Cover Verlagsinformation http://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=1464724&custom_att_2=simple_viewer

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.