Interest rate modeling

"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Students and academics interested in financial engineering and applied work will find the material particularly useful for its description of real-life model usage and for its expansive discussion of model calibration, approximation theory, and numerical methods."--Preface.

שנה

2010

שפה

English

הוצאה

Atlantic Financial Press

מהדורות

1

עמודים

1154

ISBN

9780984422104

מקור הנתונים: Wikidata