Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow profitable, efficient trading in these products, accurate and mathematically sound valuation techniques are required to make pricing, hedging and risk management of the resulting positions available. Svoboda looks at the predecessors of market models and focuses on describing and explaining the general shape of the interest rate term structure.
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About the Author
Simona Svoboda is a Quant on the interest rates structuring desk, Rand Merchant Bank, South Africa.
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1.0 out of 5 stars
Where's the Beef?,
By Anonymous Coward (USA) - See all my reviews
This review is from: Interest Rate Modelling (Finance and Capital Markets Series) (Hardcover)
Really not much more than a collection of formulas. Not much intuition building or explanation. I don't see why this book is so expensive. There's nothing here. Surely a collection of equations should be cheaper than this?
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