Interest-Rate Management
| Author | : Rudi Zagst |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 349 |
| Release | : 2013-04-17 |
| 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.
