Interest-Rate Management

Interest-Rate Management
Author :
Publisher : Springer Science & Business Media
Total Pages : 349
Release :
ISBN-10 : 9783662121061
ISBN-13 : 3662121069
Rating : 4/5 (069 Downloads)

Book Synopsis Interest-Rate Management by : Rudi Zagst

Download or read book Interest-Rate Management written by Rudi Zagst and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book 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 on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.


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