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English

Stochastic Interest Rates

Hardcover • 2015 • 1. edition

Stochastic Interest Rates

By Daragh McInerney, Tomasz Zastawniak

0 Ratings • 0.0 of 5

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About the book

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 example...Show more

Book details

ISBN

9781107002579

Publisher

Cambridge University Press

Published year

2015

Language

Edition

1

Original title

Stochastic Interest Rates

Format

Hardcover

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