Il libro è attualmente esaurito

Interest-Rate Management

Autori

Rudi Zagst

Parametri

Pagine: 360pagine
Tempo di lettura: 13ore

Tecnologia e Ingegneria

Maggiori informazioni sul libro

The book delves into the evolution of mathematical finance, highlighting the pivotal year of 1973 when the first option exchange opened and the Black-Scholes model was introduced, establishing a standard for pricing European stock options. In contrast, the interest-rate market lacks a unified model due to the complexity of yield curve dynamics. It explores various interest-rate models, including the Black model and the Heath-Jarrow-Morton framework, as well as promising approaches like the LIBOR and swap market models, emphasizing their significance in managing market risk.

Pubblicazione

Acquisto del libro

Interest-Rate Management, Rudi Zagst

Lingua
Pubblicato: 2010
product-detail.submit-box.info.binding: (In brossura)

Ti avviseremo via email non appena lo rintracceremo.

Metodi di pagamento

Ancora nessuna valutazione.Aggiungi una valutazione

Titolo: Interest-Rate Management
Lingua: Inglese
Autori: Rudi Zagst
Editore: Springer Berlin Heidelberg
Pubblicato: 2010
Formato: In brossura
Pagine: 360
ISBN13: 9783642087080
Tag: Tecnologia e Ingegneria
Descrizione: The book delves into the evolution of mathematical finance, highlighting the pivotal year of 1973 when the first option exchange opened and the Black-Scholes model was introduced, establishing a standard for pricing European stock options. In contrast, the interest-rate market lacks a unified model due to the complexity of yield curve dynamics. It explores various interest-rate models, including the Black model and the Heath-Jarrow-Morton framework, as well as promising approaches like the LIBOR and swap market models, emphasizing their significance in managing market risk.