Interest Rate Modeling
English


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About The Book

Product Description Containing many results that are new or which exist only in recent research articles Interest Rate Modeling: Theory and Practice 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance mathematics and computation. It introduces all models with financial-economical justifications develops options along the martingale approach and handles option evaluations with precise numerical methods.FeaturesPresents a complete cycle of model const
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Details

ISBN 13
:
9780367656553
Publication Date
:
30-09-2020
Pages
:
518
Weight
:
728 grams
Dimensions
:
156x234x27.21 mm
Imprint
:
Taylor & Francis