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Stochastic Interest Rates
Af: Tomasz Zastawniak, Daragh McInerney Engelsk Paperback
SPAR
kr 85
Stochastic Interest Rates
Af: Tomasz Zastawniak, Daragh McInerney Engelsk Paperback
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.
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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.
Produktdetaljer
Sprog: Engelsk
Sider: 169
ISBN-13: 9780521175692
Indbinding: Paperback
Udgave:
ISBN-10: 0521175690
Kategori: Stokastik
Udg. Dato: 10 aug 2015
Længde: 14mm
Bredde: 154mm
Højde: 228mm
Oplagsdato: 10 aug 2015
Forfatter(e) Tomasz Zastawniak, Daragh McInerney


Kategori Stokastik


Sprog Engelsk


Indbinding Paperback


Sider 169


Udgave


Længde 14mm


Bredde 154mm


Højde 228mm

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