Description

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Ein wichtiges Nachschlagewerk fur alle Experten, die mit der Entwicklung und Implementierung von Zinsmodellen zu tun haben sowie fur Dozenten und Wissenschaftler. Dies ist das detaillierteste Buch zum Thema Zinsmodelle und Implementierungstechniken, das gegenwartig auf dem Markt ist. Die jungsten Entwicklungen auf dem Gebiet der Zinsmarkte werden umfassend und in allen Einzelheiten diskutiert. Daneben gibt es einfuhrende Kapitel zum theoretischen Hintergrund, zur Bewertung und Absicherung von Zinsprodukten und Zinsmarkten sowie einen kurzen Abri? zur Geschichte der Zinsentwicklung im Laufe der Jahrhunderte. (07/99)

About the Author

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JESSICA JAMES is Head of Research for Bank One's Strategic Risk Management group, based in the UK. Jessica started life as a physicist at Manchester University and completed her DPhil in Theoretical Atomic and Nuclear Physics at Christ Church, Oxford, under Professor Sandars. After a year as a college lecturer at Trinity, Oxford, she began work at he First National Bank of Chicago, now Bank One, where she still works. She is well known as a speaker on the conference circuit, lecturing on a variety of topics such as VaR, capital allocation, credit derivatives and interest rate modelling, and ahs published articles on various aspects of financial modelling. NICK WEBBER is a lecturer in Finance at Warwick Business School. Prior to his academic career, Nick has had extensive experience in the industrial and commercial world in operational research and computing. After obtaining a PhD in Theoretical Physics from Imperial College he began research into financial options. His main area of research centres on interest rate modelling and computational finance. He ahs taught practitioner and academic course for many years, chiefly on options and interest rates.