Interest-Rate Management

Interest-Rate Management
Author: Rudi Zagst
Publisher: Springer Science & Business Media
Total Pages: 349
Release: 2013-04-17
Genre: Business & Economics
ISBN: 3662121069


Download Interest-Rate Management Book in PDF, Epub and Kindle

This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.


Interest-Rate Management
Language: en
Pages: 349
Authors: Rudi Zagst
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

GET EBOOK

This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and po
Managing Interest Rate Risk
Language: en
Pages: 208
Authors: John J. Stephens
Categories: Business & Economics
Type: BOOK - Published: 2002-03-12 - Publisher: John Wiley & Sons

GET EBOOK

This book tackles the subject of interest rate risk, a matter of key importance to all businesses, whether borrowing, investing, saving or trading.
Interest Rate Risk in the Banking Book
Language: en
Pages: 263
Authors: Beata Lubinska
Categories: Business & Economics
Type: BOOK - Published: 2021-11-01 - Publisher: John Wiley & Sons

GET EBOOK

Introduces practical approaches for optimizing management and hedging of Interest Rate Risk in the Banking Book (IRRBB) driven by fast evolving regulatory lands
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

GET EBOOK

Advanced Financial Risk Management
Language: en
Pages: 834
Authors: Donald R. Van Deventer
Categories: Business & Economics
Type: BOOK - Published: 2013-02-06 - Publisher: John Wiley & Sons

GET EBOOK

Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized