Zinsderivate (English, Nicole Branger | Christian Schlag)
by Nicole Branger | Christian Schlag
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540212287
ISBN-10
3540212280
Author
Nicole Branger | Christian Schlag
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
ISBN-13: 9783540212287
ISBN-10: 3540212280
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Product ID: isbn-9783540212287
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