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Hoofdkenmerken

Auteur:	Chen, Ren-Raw
Titel:	Understanding And Managing Interest Rate Risks
Uitgever:	World Scientific Publishing Co
ISBN:	9789810227517
Serie:	176 pages
Prijs:	€ 61.23
Verschijningsdatum:	10-01-1996
Bericht:	Leverbaar

Inhoudelijke kenmerken

Leesniveau:	Postgraduate, Research & Scholarly
Categorie:	Applied mathematics
Genre:	Applied mathematics
Dewey code:	332.6323

Technische kenmerken

Verschijningsvorm:	Hardback
Paginas:	176
Hoogte mm.:	218
Breedte mm.:	157
Dikte mm.:	15

 

Inhoud:

This work offers a summary of modern term structure theories and how interest rate contingent claims are priced under such theories. It reviews important term structure models and chooses one model to consistently demonstrate contingent claim pricing.

 

Inhoudsopgave:

Singapore