Download E-books Efficient Methods for Valuing Interest Rate Derivatives PDF

By Antoon Pelsser

This publication offers an summary of the versions that may be used for valuing and coping with rate of interest derivatives. cut up into elements, the 1st discusses and compares the normal types, comparable to spot- and forward-rate versions, whereas the second one concentrates at the extra lately constructed marketplace versions. not like such a lot of his rivals, the author's concentration is not just at the arithmetic: Antoon Pelsser attracts on his adventure in to discover a bunch of useful issues.

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