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

By Antoon Pelsser

This publication presents an summary of the versions that may be used for valuing and coping with rate of interest derivatives. break up into components, the 1st discusses and compares the conventional versions, reminiscent of spot- and forward-rate versions, whereas the second one concentrates at the extra lately constructed marketplace versions. not like so much of his rivals, the author's concentration isn't just at the arithmetic: Antoon Pelsser attracts on his event in to discover a number of functional issues.

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