Interest Rate Modelling
by
S. Svoboda
Book Details
Format
Hardback or Cased Book
Book Series
Finance and Capital Markets Series
ISBN-10
1403934703
ISBN-13
9781403934703
Publisher
Palgrave USA
Imprint
Palgrave Macmillan
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 19th, 2003
Print length
275 Pages
Weight
588 grams
Dimensions
16.40 x 24.20 x 2.50 cms
Product Classification:
Investment & securities
Ksh 40,500.00
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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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