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Item Details
| Title:
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UNDERSTANDING AND MANAGING INTEREST RATE RISKS
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| By: |
Ren-Raw Chen |
| Format: |
Hardback |
| List price:
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£46.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
9810227515 |
| ISBN 13: |
9789810227517 |
| Publisher: |
WORLD SCIENTIFIC PUBLISHING CO PTE LTD |
| Pub. date: |
4 October, 1996 |
| Series: |
Series In Mathematical Finance 1 |
| Pages: |
176 |
| Description: |
This work offers a summary of modern term structure theories and how interest rate contingent claims are priced under such theories. It reviews important term structure models and chooses one model to consistently demonstrate contingent claim pricing. |
| Synopsis: |
The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout. |
| Publication: |
Singapore |
| Imprint: |
World Scientific Publishing Co Pte Ltd |
| Returns: |
Returnable |
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