Springer
Zinsderivate (English, Nicole Branger | Christian Schlag)
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About the Book
Zinsderivate wie Swaps, Caps, Forwards oder Futures erm�glichen auf vielf�ltige Weise das Management von Zinsrisiken. Das Buch erleichtert den Zugang zu den Modellen, indem die allgemeine Bewertungstheorie ausgehend von einfachen Grundlagen in diskreten einperiodigen Modellen entwickelt wird. Die Palette der Modelle reicht dabei von diskreten Ans�tzen �ber zeitstetige Short-Rate-Modelle bis hin zu zinsstruktur-konformen Ans�tzen und den aktuell d…
ISBN: 9783540212287
Book Specifications
| ISBN-13 | 9783540212287 |
| ISBN-10 | 3540212280 |
| Publisher | Springer |
| Category | Springer |
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