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Stochastic Interest Rates

Language EnglishEnglish
Book Paperback
Book Stochastic Interest Rates Daragh McInerney
Libristo code: 09070949
Publishers Cambridge University Press, August 2015
This volume in the Mastering Mathematical Finance series strikes just the right balance between math... Full description
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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.

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About the book

Full name Stochastic Interest Rates
Author Daragh McInerney, Tomasz Zastawniak
Language English
Binding Book - Paperback
Date of issue 2015
Number of pages 169
EAN 9780521175692
ISBN 0521175690
Libristo code 09070949
Publishers Cambridge University Press
Weight 290
Dimensions 228 x 154 x 14

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
Economics, Finance, Business & Management > Business & Management > Business mathematics & systems
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