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Interest-Rate Management 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Rudi Zagst 作者

Springer

譯者

2002-4-24 出版日期

362 頁數

GBP 81.00 價格

Hardcover

叢書系列

9783540675945 圖書編碼

Interest-Rate Management 在線電子書圖書標籤: 未電利率 Management 2010

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發表於2024-12-27

Interest-Rate Management 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Interest-Rate Management 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Interest-Rate Management 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Interest-Rate Management 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Interest-Rate Management 在線電子書圖書描述

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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