Книга Interest Rate Modelling Simona Svoboda

Interest Rate Modelling

Автор: Simona Svoboda
Език: Английски език
Корици: С меки корици
Издател: Palgrave Macmillan
Наличност: Външен склад в ограничено количество
Изпращаме след 13-18 дни
59.31 115.99 лв
Growth in the derivatives market has brought with it a greater volume and range of interest rate dep...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С меки корици
Издадена
2004
страници
275
EAN
9781349517329
Enbook ID
12045732
Издател
Теглоt
408
Размери
155 x 235 x 15

Пълно описание

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. 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. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

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