Understanding and managing interest rate risks
Our rough guess is there are 39,250 words in this book.
At a pace averaging 250 words per minute, this book will take 2 hours and 37 minutes to read. With a half hour per day, this will take 5 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
We earn a commission on purchases
Description
This book is a systematic summary of modern term structure theories and how interest-rate-contingent claims are priced under such theories. It is the first book on such an attempt. It reviews important term structure models and chooses one model to consistently demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also presents a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.
Subjects
Topics
Series Statement
- Series in mathematical finance ;
Other Editions
- Understanding and managing interest rate risks
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!