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Bewertung von Zahlungsstrmen mit variabler Verzinsung
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Buy Bewertung von Zahlungsstrmen mit variabler Verzinsung for $45.00 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
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Die Bewertung von Zahlungsstrmen mit variabler Verzinsung ist die zentrale Voraussetzung fr den Handel und das Risikomanagement dieser Finanzinstrumente. Stefan Pichler gibt einen berblick ber die wichtigsten Modelle zur Bewertung von Geldmarktfloatern, Zinsswaps, Reverse Floatern, Caps, Floors, Swaptions und Constant Maturity Swaps. Der Autor stellt erstmals ein praktikables Verfahren zur Bewertung von Floatern mit Bindung an eine Sekundrmarktrendite (SMR) vor.
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