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Interest Rate Modelling

By: Jessica James (Author) , Nick Webber (Author)

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Ksh 22,400.00

Format: Hardback or Cased Book

ISBN-13: 9780471975236

Publisher: John Wiley & Sons Inc

Publication Date: Apr 5th, 2000

Weight: 1216 grams

Dimension: 16.20 x 23.90 x 4.80 cms

Category: Investment & securities

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This volume covers developments in the interest rate markets, with descriptions and implementation techniques for all the major classes of interest rate models. It covers those models already in practice, as well as theoretical models.

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