Stochastic Interest Rates - Rilegato

McInerney, Daragh; Zastawniak, Tomasz

Rilegato

ISBN 10: 1107002575 ISBN 13: 9781107002579

Casa editrice: Cambridge University Press, 2015

Riassunto

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.

Su questo libro

Descrizione del libro:

Designed for Master's students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.

L'autore:

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.

Su questa edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2015
• ISBN 10: 1107002575
• ISBN 13: 9781107002579
• Rilegatura: Copertina rigida
• Numero di pagine: 172