Interest Rate Dynamics, Derivatives Pricing, and Risk Management

Interest Rate Dynamics, Derivatives Pricing, and Risk Management pdf epub mobi txt 电子书 下载 2025

出版者:Springer
作者:Lin Chen
出品人:
页数:152
译者:
出版时间:1996-4-18
价格:USD 139.00
装帧:Paperback
isbn号码:9783540608141
丛书系列:
图书标签:
  • 利率 
  •  
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

This book presents a three-factor model of the term structure of interest rates in which the short mean and volatility of the short rate are stochastic. By this specification, this model has nested many of the term structure models in the existing literature. Based on this rather realistic and sophisticated model, the book further shows how to price interest rate derivatives and to formulate risk management scheme. The model is potentially useful for practical purposes such as pricing bonds, hedging bond portfolios, and formulating dynamic trading strategies. The model could also be used to perform other types of security analyses, such as the valuation of mortgage-backed securities, synthetic security construction, immunization, portfolio indexing, asset/liability management, etc.

具体描述

读后感

评分

评分

评分

评分

评分

用户评价

评分

评分

评分

评分

评分

本站所有内容均为互联网搜索引擎提供的公开搜索信息,本站不存储任何数据与内容,任何内容与数据均与本站无关,如有需要请联系相关搜索引擎包括但不限于百度google,bing,sogou

© 2025 onlinetoolsland.com All Rights Reserved. 本本书屋 版权所有