Titolo: The New Interest Rate Models : Recent ...
Casa editrice: Risk Books
Data di pubblicazione: 2000
Condizione libro: very good
Gently used. Expect delivery in 2-3 weeks. Codice inventario libreria 9781899332977-3
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.
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Libreria AbeBooks dal: 13 giugno 2014
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