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Illinois Institute of Technology - SPRING 2011 | ||
Section 01 | ||
Interest Rate Modelling: Financial Engineering (1st Edition) by Jessica James, Nick Webber, Lloyd James Hardcover, 654 Pages, Published 2000 ISBN-10: 0-471-97523-0 / 0471975230 ISBN-13: 978-0-471-97523-6 / 9780471975236 This book provides a comprehensive resource on all the main aspects of valuing and hedging interest rate products. A series of introductory chapters reviews the theoretical background, pointing out the problems in using na?ve valuation and implementation techniques. There follows a full analysis of |