Stochastic Interest Rates

Name: Stochastic Interest Rates
Brand: Cambridge University Press
SKU: 9780521175692
Price: 6850 KES
Availability: OutOfStock
ISBN: 9780521175692

by Daragh McInerney , Tomasz Zastawniak

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: Finance Stochastics

KSh 6,850.00

Currently unavailable 0 in stock

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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 Daragh McInerney, Tomasz Zastawniak 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 169 pages.