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Zinsderivate

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Product Details

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540212287
Condition
New
Product Description

Zinsderivate wie Swaps, Caps, Forwards oder Futures ermglichen auf vielfltige Weise das Management von Zinsrisiken. Die Bewertung dieser Kontrakte erscheint jedoch meist wesentlich schwieriger und anspruchsvoller als die Bewertung von Aktien- oder Whrungsderivaten, da Anleihen besondere Charakteristika, wie eine begrenzte Restlaufzeit und einen sicheren Rckzahlungsbetrag am Laufzeitende, aufweisen. Dieses Buch will dem interessierten Leser den Zugang zu den Modellen erleichtern, indem die allgemeine Bewertungstheorie ausgehend von einfachen Grundlagen in diskreten einperiodigen Modellen entwickelt wird. Die Palette der Modelle reicht dabei von diskreten Anstzen ber zeitstetige Short-Rate-Modelle bis hin zu zinsstrukturkonformen Anstzen und den aktuell diskutierten LIBOR-Market-Modellen. Bei der Darstellung wird stets groer Wert auf die Vermittlung der konomischen Intuition gelegt. Das Buch bietet durch zahlreiche bungsaufgaben mit Lsungshinweisen eine fundierte Grundlage zum Selbststudium.

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