Interest rate models: an introduction
Auteur :
Cairns, Andrew J. G.
Éditeur :
Princeton University Press
ISBN :
9780691118949
Date de publication :
25 janv. 2004
Dimensions :
23,5 x 15,2 cm
Poids :
397 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
The field of financial mathematics has developed over the years, and the underlying models that have taken shape in interest rate markets and bond markets, being richer in structure than equity-derivative models, are fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets.