Interest Rate Modelling

Name: Interest Rate Modelling
Brand: Palgrave USA
SKU: 9781403934703
Price: 6577 CZK
Availability: InStock

Autor: Simona Svoboda

Jazyk:

Vazba: Pevná

Vydavatel: Palgrave USA

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

6 577 Kč

Growth in the derivatives market has brought with it a greater volume and range of interest rate dep...

Informace o knize

Autor

Simona Svoboda

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2003

Stránek

275

EAN

9781403934703

ISBN

1403934703

Enbook ID

04776053

Vydavatel

Palgrave USA

Hmotnost

589

Rozměry

155 x 235 x 21

Kompletní popis

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

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Interest Rate Modelling

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