9781107002579: Stochastic Interest Rates

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Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.

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Informazioni sugli autori

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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9780521175692: Stochastic Interest Rates

Edizione in evidenza

ISBN 10:  0521175690 ISBN 13:  9780521175692
Casa editrice: Cambridge University Press, 2015
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