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Stochastic Interest Rates
Daragh Mcinerney
€ 48.99
€ 43.54
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Description for Stochastic Interest Rates
paperback. Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application. Series: Mastering Mathematical Finance. Num Pages: 169 pages, 25 b/w illus. 10 tables 60 exercises. BIC Classification: KFF; PBWL. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 154 x 228 x 14. Weight in Grams: 290.
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 ... Read more
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 ... Read more
Product Details
Publisher
Cambridge University Press
Format
Paperback
Publication date
2015
Series
Mastering Mathematical Finance
Condition
New
Weight
290g
Number of Pages
169
Place of Publication
Cambridge, United Kingdom
ISBN
9780521175692
SKU
V9780521175692
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-36
About Daragh Mcinerney
Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the University of Oxford and has worked since 2001 as a quantitative analyst in both investment banking and fund management. Tomasz Zastawniak ... Read more
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