000			02169nam a2200385 i 4500
001			CR9781139035033
003			UkCbUP
005			20240920190609.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			110301s2015||||enk o ||1 0|eng|d
020			_a9781139035033 (ebook)
020			_z9781107002579 (hardback)
020			_z9780521175692 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHG6024.5 _b.M39 2015
082	0	4	_a332.1/13 _223
100	1		_aMcInerney, Daragh, _eauthor.
245	1	0	_aStochastic interest rates / _cDaragh McInerney, Tomasz Zastawniak.
264		1	_aCambridge : _bCambridge University Press, _c2015.
300			_a1 online resource (x, 160 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aMastering mathematical finance
500			_aTitle from publisher's bibliographic system (viewed on 08 Oct 2015).
520			_aThis 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.
650		0	_aInterest rates _xMathematical models.
650		0	_aStochastic analysis.
700	1		_aZastawniak, Tomasz, _d1959- _eauthor.
776	0	8	_iPrint version: _z9781107002579
830		0	_aMastering mathematical finance.
856	4	0	_uhttps://doi.org/10.1017/CBO9781139035033
942			_2ddc _cEB
999			_c9503 _d9503