Interest-Rate Management
The complexity of new financial products as well as the ever-increasing importance of derivative securities for financial risk and portfolio management have made mathematical pricing models and comprehensive risk management tools increasingly important. This book adresses the needs of both researche...
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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg
Springer Berlin Heidelberg
2002, 2002
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| Edition: | 1st ed. 2002 |
| Series: | Springer Finance
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| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 1 Introduction
- I Mathematical Finance Background
- 2 Stochastic Processes and Martingales
- 3 Financial Markets
- II Modelling and Pricing in Interest-Rate Markets
- 4 Interest-Rate Markets
- 5 Interest-Rate Derivatives
- III Measuring and Managing Interest-Rate Risk
- 6 Risk Measures
- 7 Risk Management
- 8 Appendix
- References