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9781403934703

Interest Rate Modelling

Interest Rate Modelling
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  • ISBN-13: 9781403934703
  • ISBN: 1403934703
  • Publication Date: 2003
  • Publisher: Palgrave Macmillan

AUTHOR

Svoboda, Simona

SUMMARY

Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow profitable, efficient trading in these products, accurate and mathematically sound valuation techniques are required to make pricing, hedging and risk management of the resulting positions available. Svoboda looks at the predecessors of market models and focuses on describing and explaining the general shape of the interest rate term structure.Svoboda, Simona is the author of 'Interest Rate Modelling', published 2003 under ISBN 9781403934703 and ISBN 1403934703.

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