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Understanding and Managing Interest Rate Risks|Ren-Raw Chen

Understanding and Managing Interest Rate Risks

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Overview

The book is a systematic summary of modern term structure theories and how interest rate contingent claims are priced under such theories. This is the first book on such an attempt. The book reviews important term structure models and chooses one model to consistantly demonstrate contingent claim pricing. Well-known models are included and their relationships are thoroughly discussed. The book also provides a complete process of model implementation from parameter estimation to hedging. Examples are provided throughout.

This item is Non-Returnable

Details

  • ISBN-13: 9789810227517
  • ISBN-10: 9810227515
  • Publisher: World Scientific Publishing Company
  • Publish Date: October 1996
  • Dimensions: 8.6 x 6.2 x 0.6 inches
  • Shipping Weight: 0.79 pounds
  • Page Count: 176

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