Stochastic Interest Rates

✍ Scribed by Daragh McInerney, Tomasz Zastawniak

Publisher: Cambridge University Press
Year: 2015
Tongue: English
Leaves: 170
Series: Mastering Mathematical Finance
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Subjects

Interest;Economics;Business & Money;Statistics;Education & Reference;Business & Money;Business Mathematics;Skills;Business & Money;Statistics;Applied;Mathematics;Science & Math;Stochastic Modeling;Applied;Mathematics;Science & Math;Business & Finance;Accounting;Banking;Business Communication;Business Development;Business Ethics;Business Law;Economics;Entrepreneurship;Finance;Human Resources;International Business;Investments & Securities;Management;Marketing;Real Estate;Sales;New, Used & Rental

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