Stochastic Interest Rates

Stochastic Interest Rates

by McInerney, Daragh

Type Book
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Designed for Master's students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.

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Title Statements

  • Full title :Stochastic Interest Rates.

Summary

Designed for Master's students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.

Read More ↓

Edition Statements

  • Publication Date:Aug. 2015.

Publication Statements

The Physical Object

  • Description:1 online resource

Edition Identifiers

  • ISBN:9781107002579, 1107002575
  • oclc:ocn932052917
  • LC Classification:HG6024.5
  • Dewey Decimal:332.63230151922

Subjects

Stochastic Processes

Writers

McInerney, Daragh Zastawniak, Tomasz

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  • Stochastic Interest Rates -- (.pdf)

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