Name: Interest-Rate Management
Author: Zagst, Rudi

Beschreibung

Interest-Rate Management

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. von Zagst, Rudi