Gently used. Expect delivery in 2-3 weeks. Codice inventario libreria
Riassunto: This work is a comprehensive collection that looks at the development of interest-rate models from 1992 to 2000. It covers interest-rate analysis in the light of increased computer power, investigates simulation processes such as random walks and Monte Carlo simulation, and details the development of three new ineterest-rate model types including the Markov decision process, extensions and generalizations to the Heath-Jarrow-Morton model and market models. The book also makes accessible advanced models that enable modellers to "complete the market" more efficiently when calculating interest rate securities and options' portfolios.
Recensione: Overall the book provides an excellent view of the various approaches to modelling interest rates available in the market. -- Douglas Long, Principia Partners
Titolo: The New Interest Rate Models : Recent ...
Casa editrice: Risk Books
Data di pubblicazione: 2000
Condizione libro: very good
Descrizione libro Risk Books, 2000. Hardcover. Condizione libro: Good. 1st. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Codice libro della libreria 1899332979
Descrizione libro Risk Books, 2000. Hardcover. Condizione libro: New. 1st. Codice libro della libreria DADAX1899332979
Descrizione libro Risk Books, 2000. Hardcover. Condizione libro: Brand New. 1st edition. 350 pages. 11.73x8.50x1.02 inches. In Stock. Codice libro della libreria 1899332979