Stochastic Interest Rates
Book Details
Format
Paperback / Softback
Book Series
Mastering Mathematical Finance
ISBN-10
0521175690
ISBN-13
9780521175692
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 10th, 2015
Print length
169 Pages
Weight
290 grams
Dimensions
15.40 x 22.80 x 1.40 cms
Product Classification:
FinanceStochastics
Ksh 6,850.00
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Designed for Master's students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.
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.
Get Stochastic Interest Rates by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has pages.
