An Introduction to Interest rate models.
The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and com…
Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.
Discrete models of financial markets
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
An excellent basis for further study. Suitable even for readers with no mathematical background.
"This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and r…
Discrete Models of Financial Markets
by Kopp, Ekkehard, Capiński, Marek
fromMastering mathematical finance
Discrete models of financial markets
by Capiński, Marek, Kopp, Peter E.
fromMastering mathematical finance
An excellent basis for further study. Suitable even for readers with no mathematical background.
Discrete models of financial markets
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
Annotation
Discrete models of financial markets
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
"This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and r…
Discrete models of financial markets
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
An excellent basis for further study. Suitable even for readers with no mathematical background.