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Numerical methods for finance : [selection of papers first presented at the International Conference on Numerical Methods for Finance held in Dublin, Ireland in June 2006]

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Gantenbein, Pascal; Spremann, Klaus - 2014 - 5., vollst. überarb. Aufl.

This textbook deals with money markets and capital markets along with the management of retirement portfolios. It places a particular focus on interest rate formation, interest rate structure, interest models, and the evaluation of interest-bearing securities