Stochastic interest rates
Auteur :
McInerney, Daragh / Zastawniak, Tomasz
Éditeur :
Cambridge University Press
ISBN :
9780521175692
Date de publication :
10 août 2015
Dimensions :
22,9 x 15,2 x 0,8 cm
Poids :
290 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.