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Stochastic Interest Rates

Name: Stochastic Interest Rates
Brand: Cambridge University Press
SKU: 09070949
Price: 38.79 EUR
Availability: InStock
Author: Daragh McInerney
ISBN: 9780521175692

Daragh McInerney

Tomasz Zastawniak

Lingua

Inglese

Libro In brossura

Codice Libristo: 09070949

Casa editrice Cambridge University Press, agosto 2015

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

Codice Libristo: 09070949

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38.79 €

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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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Informazioni sul libro

Titolo completo Stochastic Interest Rates

Autore Daragh McInerney, Tomasz Zastawniak

Lingua

Inglese

Rilegatura Libro - In brossura

Data di pubblicazione 2015

Numero di pagine 169

EAN 9780521175692

ISBN 0521175690

Codice Libristo 09070949

Casa editrice Cambridge University Press

Peso 290

Dimensioni 228 x 154 x 14

Categorie

Matematica e Scienze > Matematica > Matematica applicata > Stocastica

Economia, Finanza, Imprenditoria e Management > Finanza e contabilità > Finanza

Economia, Finanza, Imprenditoria e Management > Economia Aziendale, Imprenditoria e Management > Matematica e sistemi aziendali

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