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Interest-Rate Option Models by Riccardo Rebonato (Hardcover, 1996)

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£3.42

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Condition:

Good

Title: Interest-Rate Option Models: Understanding, Analysing and Using Item Condition: used item in a good condition. Will be clean, not soiled or stained. Binding: Hardcover Language: english. Books will be free of page markings.

About this product

Product Information

An interest rate option is a contract giving the beneficiary the right but not an obligation to pay or receive a specific interest rate on a predetermined principle for a set interval. Writing in accessible and non-technical language, the author reviews all the commonly-used interest rate option models, showing how they can be applied and implemented. This book is aimed at market professionals and postgraduate students internationally, working with interest rate dependent options, who find a barrier to entry in the very technical nature of current academic and research literature. Mathematical derivations of the models are only reported in so far as they enhance the understanding of the model - the emphasis is on accessibility and ease of understanding.