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.
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Produktdetaljer
ISBN
9781316287477
Publisert
2016
Utgiver
Cambridge University Press
Språk
Product language
Engelsk
Format
Product format
Digital bok
Forfatter