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Interest Rate Management | 
 enlarge | Author: Rudi Zagst
Publisher: Springer
Category: Book
List Price: $99.00
Buy New: $60.50
You Save: $38.50 (39%)
New (5) Used (5) from $30.00
Sales Rank: 1043462
Media: Hardcover
Edition: 1
Pages: 343
Number Of Items: 1
Shipping Weight (lbs): 1.5
Dimensions (in): 9.4 x 6.4 x 1
ISBN: 3540675949
Dewey Decimal Number: 332.82015195
EAN: 9783540675945
ASIN: 3540675949
Publication Date: June 10, 2002
Availability: Usually ships in 1-2 business days
Shipping: International shipping available
Condition: Book is brand new, and has never been opened. Thousands of satisfied customers!
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Product Description
This book adresses the needs of both researchers and practitioners. It 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 for graduate and PhD students in mathematics who want to get some knowledge about financial markets. The first part of the book is an exposition of advanced stochastic calculus. It defines the theoretical framework for the pricing and hedging of contingent claims with a special focus on interest rate markets. The second part covers a selection of short and long-term oriented risk measures as well as their application to the risk management of interest-rate portfolios. Interesting and comprehensive case studies are provided to illustrate the theoretical concepts.
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