Stochastic interest rates
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen exampl…
Read More ↓Title Statements
- Full title :Stochastic interest rates / Daragh McInerney, Tomasz Zastawniak.
Summary
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.
Read More ↓Edition Statements
- Publication Date:2015
Publication Statements
- Publisher(s):Cambridge University Press
- Place of Publication:Cambridge
- Language:eng
- Publication Date:2015
Notes
Title from publisher's bibliographic system (viewed on 08 Oct 2015).
The Physical Object
- Description:1 online resource (x, 160 Seiten)
Edition Identifiers
- ISBN:9781139035033, 1139035037, 9781107002579, 1107002575, 9780521175692, 0521175690
- DOI:10.1017/CBO9781139035033
- oclc:ocn992895077
- LC Classification:HG6024.5
- Dewey Decimal:332.1/13
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