Interest Rate Modelling - (Finance and Capital Markets) by S Svoboda (Paperback)

Name: Interest Rate Modelling - (Finance and Capital Markets) by S Svoboda (Paperback)
Brand: Palgrave MacMillan
SKU: 93285358
Availability: InStock

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About this item

Highlights

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products.
About the Author: SIMONA SVOBODA works as a Quantitative Analyst on the interest rates structuring desk at Rand Merchant Bank, South Africa.
275 Pages
Business + Money Management, Interest
Series Name: Finance and Capital Markets

Description

Book Synopsis

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

About the Author

SIMONA SVOBODA works as a Quantitative Analyst on the interest rates structuring desk at Rand Merchant Bank, South Africa. Prior to this she held positions in asset management and risk where she was involved in the development of market risk VAR models and credit portfolio management.

Dimensions (Overall): 9.21 Inches (H) x 6.14 Inches (W) x .6 Inches (D)

Weight: .9 Pounds

Suggested Age: 22 Years and Up

Series Title: Finance and Capital Markets

Sub-Genre: Interest

Genre: Business + Money Management

Number of Pages: 275

Publisher: Palgrave MacMillan

Format: Paperback

Author: S Svoboda

Language: English

Street Date: January 1, 2004

TCIN: 93285358

UPC: 9781349517329

Item Number (DPCI): 247-20-2331

Origin: Made in the USA or Imported

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Shipping details

Estimated ship dimensions: 0.6 inches length x 6.14 inches width x 9.21 inches height

Estimated ship weight: 0.9 pounds

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