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Interest Rate Modelling
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Interest Rate Modelling

1st ed. 2004

Book Details

Format Paperback / Softback
ISBN-10 1349517321
ISBN-13 9781349517329
Edition 1st ed. 2004
Publisher Palgrave Macmillan
Imprint Palgrave Macmillan
Country of Manufacture GB
Country of Publication GB
Publication Date Jan 1st, 2004
Print length 275 Pages
Ksh 8,100.00
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Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications.

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