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Interest Rate Management 4.0%OFF

Interest Rate Management

by Rudi Zagst

  • ISBN

    :  

    9783540675945

  • Publisher

    :  

    Springer

  • Subject

    :  

    Finance & Accounting, Economics, Mathematics

  • Binding

    :  

    HARDCOVER

  • Pages

    :  

    343

  • Year

    :  

    2002

11941.0

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  • Description

    This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.

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