Stochastic Interest Rates (Mastering Mathematical Finance) - Softcover

Buch 7 von 8: Mastering Mathematical Finance

Mcinerney, Daragh

 
9780521175692: Stochastic Interest Rates (Mastering Mathematical Finance)
Softcover
ISBN 10: 0521175690 ISBN 13: 9780521175692
Verlag: Cambridge University Press, 2015

Inhaltsangabe

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.

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Über die Autorinnen und Autoren

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 holds the Chair of Mathematical Finance at the University of York. He has authored about 50 research publications and six books. He has supervised four PhD dissertations and around 80 MSc dissertations in mathematical finance.

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Verlag
Cambridge University Press
Erscheinungsdatum
2015
Sprache
Englisch
ISBN 10 
0521175690
ISBN 13 
9780521175692
Einband
Taschenbuch
Anzahl der Seiten
170
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Frankreich

Weitere beliebte Ausgaben desselben Titels

9781107002579: Stochastic Interest Rates (Mastering Mathematical Finance)

Vorgestellte Ausgabe

ISBN 10:  1107002575 ISBN 13:  9781107002579
Verlag: Cambridge University Press, 2015
Hardcover