Stochastic interest rates

The Resource Stochastic interest rates

Label

Stochastic interest rates

Statement of responsibility

Daragh McInerney, Tomasz Zastawniak

Language

eng

Summary

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

Cataloging source

UkCbUP

Dewey number

332.1/13

Index

index present

LC call number

HG6024.5

LC item number

.M39 2015

Literary form

non fiction

Nature of contents

dictionaries

Series statement

Mastering mathematical finance

Context

Context of Stochastic interest rates

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Stochastic interest rates

Resource Information

The work Stochastic interest rates represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.

Context

Work of

Stochastic interest rates Resource Information The work Stochastic interest rates represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.

Context

Work of

Stochastic interest rates

Resource Information

The work Stochastic interest rates represents a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.