Abstract
In this chapter we present the basic theory of interest rate instruments and the pricing of financial derivatives. The material we have chosen to present here is interesting and relevant in its own right but particularly so as the basis for the principles and methods considered in subsequent chapters.
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© 2012 Springer Science+Business Media New York
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Hult, H., Lindskog, F., Hammarlid, O., Rehn, C.J. (2012). Interest Rates and Financial Derivatives. In: Risk and Portfolio Analysis. Springer Series in Operations Research and Financial Engineering. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4103-8_1
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DOI: https://doi.org/10.1007/978-1-4614-4103-8_1
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