Interest-Rate Management

Interest-Rate Management
Author: Rudi Zagst
Publisher: Springer Science & Business Media
Total Pages: 349
Release: 2013-04-17
Genre: Business & Economics
ISBN: 3662121069
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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.


Managing Interest Rate Risk
Language: en
Pages: 208

Managing Interest Rate Risk

Authors: John J. Stephens
Categories: Business & Economics
Type: BOOK - Published: 2002-03-12 - Publisher: John Wiley & Sons

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This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Interest-Rate Management
Language: en
Pages: 349

Interest-Rate Management

Authors: Rudi Zagst
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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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 po
Interest Rate Risk in the Banking Book
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Interest Rate Risk in the Banking Book

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Categories: Business & Economics
Type: BOOK - Published: 2021-11-01 - Publisher: John Wiley & Sons

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Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory lands
International Convergence of Capital Measurement and Capital Standards
Language: en
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International Convergence of Capital Measurement and Capital Standards

Authors:
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Type: BOOK - Published: 2004 - Publisher: Lulu.com

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Interest Rate Dynamics, Derivatives Pricing, and Risk Management
Language: en
Pages: 158

Interest Rate Dynamics, Derivatives Pricing, and Risk Management

Authors: Lin Chen
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. And there are, correspondingly, two types of