Stochastic interest rates /
McInerney, Daragh,
Stochastic interest rates / Daragh McInerney, Tomasz Zastawniak. - 1 online resource (x, 160 pages) : digital, PDF file(s). - Mastering mathematical finance . - Mastering mathematical finance. .
Title from publisher's bibliographic system (viewed on 08 Oct 2015).
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.
9781139035033 (ebook)
Interest rates--Mathematical models.
Stochastic analysis.
HG6024.5 / .M39 2015
332.1/13
Stochastic interest rates / Daragh McInerney, Tomasz Zastawniak. - 1 online resource (x, 160 pages) : digital, PDF file(s). - Mastering mathematical finance . - Mastering mathematical finance. .
Title from publisher's bibliographic system (viewed on 08 Oct 2015).
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.
9781139035033 (ebook)
Interest rates--Mathematical models.
Stochastic analysis.
HG6024.5 / .M39 2015
332.1/13
