Interest rate modeling
Auteur :
Wu, Lixin
Éditeur :
Wu, Lixin
ISBN :
9781420090567
Date de publication :
14 mai 2009
Dimensions :
23,4 x 15,6 x 2,3 cm
Poids :
635 g
Format :
Unsewn / adhesive bound
Langue :
Anglais
Pays d'origine :
USA
Portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. This title introduces different models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods.