Książka Stochastic Interest Rates Daragh McInerney

Stochastic Interest Rates

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 14-20 dni
187.17
This volume in the Mastering Mathematical Finance series strikes just the right balance between math...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2015
strony
169
EAN
9780521175692
ISBN
0521175690
Enbook ID
09070949
Waga
290
Wymiary
228 x 154 x 14

Pełny opis

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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