Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as ...
Read More
Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection. Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.
Read Less
Add this copy of Efficient Methods for Valuing Interest Rate Derivatives to cart. $39.42, good condition, Sold by Phatpocket Limited rated 5.0 out of 5 stars, ships from Waltham Abbey, ESSEX, UNITED KINGDOM, published 2000 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Shows some signs of wear but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
Add this copy of Efficient Methods for Valuing Interest Rate Derivatives to cart. $58.55, very good condition, Sold by Brit Books rated 5.0 out of 5 stars, ships from Milton Keynes, BUCKINGHAMSHIRE, UNITED KINGDOM, published 2000 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very good. Simply Brit – welcome to our online used book store, where affordability meets great quality. Dive into a world of captivating reads without breaking the bank. We take pride in offering a wide selection of used books, from classics to hidden gems, ensuring there's something for every literary palate. All orders are shipped within 24 hours and our lightning fast-delivery within 48 hours coupled with our prompt customer service ensures a smooth journey from ordering to delivery. Discover the joy of reading with us, your trusted source for affordable books that do not compromise on quality.
Add this copy of Efficient Methods for Valuing Interest Rate Derivatives to cart. $60.18, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2000 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Efficient Methods for Valuing Interest Rate Derivatives to cart. $64.87, new condition, Sold by Paperbackshop rated 5.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 2014 by Springer.
Add this copy of Efficient Methods for Valuing Interest Rate Derivatives to cart. $70.46, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2014 by Springer.
Add this copy of Efficient Methods for Valuing Interest Rate Derivatives to cart. $75.60, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2000 by Springer.
