The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Book by Chen RenRaw
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
gebundene Ausgabe. Condizione: Gut. 157 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 380. Codice articolo 1610430
Quantità: 1 disponibili
Da: BargainBookStores, Grand Rapids, MI, U.S.A.
Hardback or Cased Book. Condizione: New. Understanding and Managing Interest Rate Risks. Book. Codice articolo BBS-9789810227517
Quantità: 5 disponibili
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9789810227517
Quantità: Più di 20 disponibili
Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. illustrated edition. 157 pages. 9.00x6.50x0.75 inches. In Stock. Codice articolo x-9810227515
Quantità: 2 disponibili
Da: AHA-BUCH GmbH, Einbeck, Germania
Buch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout. Codice articolo 9789810227517
Quantità: 2 disponibili
Da: moluna, Greven, Germania
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisTerm structure models options and futures common interest rate contracts parameter estimation hedging interest rate risks current problems and future research.KlappentextrnrnThis work offers a s. Codice articolo 909655487
Quantità: Più di 20 disponibili
Da: preigu, Osnabrück, Germania
Buch. Condizione: Neu. UNDERSTAND & MANAGING INTEREST RATE.(V1) | Chen Ren-Raw | Buch | SERIES IN MATH'L FINANCE | Gebunden | Englisch | 1996 | World Scientific | EAN 9789810227517 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. Codice articolo 136049572
Quantità: 5 disponibili