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Stochastic interest rates

by Daragh McInerney | 10 August 2015
Synopsis
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.
€34.99
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In stock online
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Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Synopsis
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.
Quantity
Quantity
€34.99
104 Reward Points
In stock online
Delivery in 5-7 Days (Delivery may be delayed during Christmas season)
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Quantity
Quantity

Product Details

ISBN - 9780521175692
Format -
Publisher -
Published - 10/08/2015
Categories - All, Books, Business Computers, Finance, Accounting & Finance
No. of Pages - 169
Weight - 180
Edition -
Series - - Not Available
Page Size - 23
Language - en-US
Readership Age - Not Available
Table of Contents - Not Available

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