Financial risk management is currently subject to much debate, especially the accounting for derivative products, and a number of commentators are objecting to the introduction of International Accounting Standard IAS 39 for Derivatives that will be in force by January 2005 for all EU companies. Th
Understanding and Managing Interest Rate Risks
β Scribed by Ren-Raw Chen
- Publisher
- World Scientific Publishing
- Year
- 1996
- Tongue
- English
- Leaves
- 172
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Understanding and Managing Interest Rate Risks
π SIMILAR VOLUMES
This handbook presents the current state of practice, method and understanding in the field of mathematical finance. Each chapter, written by leading researchers, starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open prob
<p>There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. And there are, correspondingly, two types of interest rate derivatives pricing fonnulas based on each type of model of the tenn structure. The no-arbitrage models are characterized