- ISBN-10: 3642087086, 3540675949
- ISBN-13: 9783642087080, 9783540675945
- Author: Rudi Zagst
- Language: English
This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and portfolio management of interest-rate derivatives. It can also serve as a valuable textbook on financial markets for graduate and PhD students in mathematics. Interesting and comprehensive case studies illustrate the theoretical concepts.