๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Efficient Methods for Valuing Interest Rate Derivativesby Antoon Pelsser

โœ Scribed by Review by: Blessing Mudavanhu


Book ID
124946204
Publisher
Society for Industrial and Applied Mathematics
Year
2003
Tongue
English
Weight
366 KB
Volume
45
Category
Article
ISSN
0036-1445

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Efficient Methods for Valuing Interest R
โœ Antoon Pelsser ๐Ÿ“‚ Library ๐Ÿ“… 2000 ๐Ÿ› Springer ๐ŸŒ English โš– 2 MB

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