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Books > Business & Money > Economics > Interest > 0521175690
  1. Stochastic Interest Rates (Mastering Mathematical Finance)
    Stochastic Interest Rates (Mastering Mathematical Finance)
    Stochastic Interest Rates (Mastering Mathematical Finance)
    Stochastic Interest Rates (Mastering Mathematical Finance)
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  2. Stochastic Interest Rates (Mastering Mathematical Finance)

    [0521175690]
    Delivery: 10-20 Working Days
    Price R1048.00

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Additional Information

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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Specifications

Country
USA
Binding
Paperback
EAN
9780521175692
Edition
1
ISBN
0521175690
Label
Cambridge University Press
Manufacturer
Cambridge University Press
MPN
25 b/w illus. 10 tables 60 exercises
NumberOfItems
1
NumberOfPages
169
PartNumber
25 b/w illus. 10 tables 60 exercises
PublicationDate
2015-08-10
Publisher
Cambridge University Press
ReleaseDate
2015-10-08
Studio
Cambridge University Press
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