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Interest Rate Modelling on Hardback by S. Svoboda
Interest Rate Modelling on Hardback by S. Svoboda
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Interest Rate Modelling

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Description

Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow profitable, efficient trading in these products, accurate and mathematically sound valuation techniques are required to make pricing, hedging and risk management of the resulting positions available. Svoboda looks at the predecessors of market models and focuses on describing and explaining the general shape of the interest rate term structure.

Author Biography:

SIMONA SVOBODA works as a Quantitative Analyst on the interest rates structuring desk at Rand Merchant Bank, South Africa. Prior to this she held positions in asset management and risk where she was involved in the development of market risk VAR models and credit portfolio management.
Release date Australia
December 19th, 2003
Author
Audience
  • Professional & Vocational
Illustrations
XI, 275 p.
Pages
275
Dimensions
155x235x19
ISBN-13
9781403934703
Product ID
4724308

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Interest Rate Modelling by S. Svoboda
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Interest Rate Modelling
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