Stochastic Interest Rates

Name: Stochastic Interest Rates
Brand: Cambridge University Press
SKU: 9781107002579
Price: 2253 CZK
Availability: InStock

Autor: Daragh McInerney, Tomasz Zastawniak

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 14-21 dnů

2 253 Kč

This volume in the Mastering Mathematical Finance series strikes just the right balance between math...

Informace o knize

Autor

Daragh McInerney, Tomasz Zastawniak

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2015

Stránek

172

EAN

9781107002579

ISBN

1107002575

Enbook ID

09070994

Vydavatel

Cambridge University Press

Hmotnost

400

Rozměry

158 x 235 x 13

Kompletní popis

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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