Interest Rate Dynamics, Derivatives Pricing, and Risk Management 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Lin Chen 作者

Springer

译者

1996-4-18 出版日期

152 页数

USD 139.00 价格

Paperback

丛书系列

9783540608141 图书编码

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Interest Rate Dynamics, Derivatives Pricing, and Risk Management 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Interest Rate Dynamics, Derivatives Pricing, and Risk Management 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Interest Rate Dynamics, Derivatives Pricing, and Risk Management 在线电子书图书描述

This book presents a three-factor model of the term structure of interest rates in which the short mean and volatility of the short rate are stochastic. By this specification, this model has nested many of the term structure models in the existing literature. Based on this rather realistic and sophisticated model, the book further shows how to price interest rate derivatives and to formulate risk management scheme. The model is potentially useful for practical purposes such as pricing bonds, hedging bond portfolios, and formulating dynamic trading strategies. The model could also be used to perform other types of security analyses, such as the valuation of mortgage-backed securities, synthetic security construction, immunization, portfolio indexing, asset/liability management, etc.

Interest Rate Dynamics, Derivatives Pricing, and Risk Management 在线电子书下载 mobi epub pdf txt 在线电子书下载

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