Interest rate modelling
Auteur :
Svoboda, S.
Éditeur :
Palgrave USA
ISBN :
9781403934703
Date de publication :
19 déc. 2003
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications.