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Interest Rate Modelling

Language EnglishEnglish
Book Hardback
Book Interest Rate Modelling Simona Svoboda
Libristo code: 04776053
Publishers Palgrave USA, December 2003
Growth in the derivatives market has brought with it a greater volume and range of interest rate dep... Full description
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309.61 €
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Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. 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. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

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About the book

Full name Interest Rate Modelling
Author Simona Svoboda
Language English
Binding Book - Hardback
Date of issue 2003
Number of pages 275
EAN 9781403934703
ISBN 1403934703
Libristo code 04776053
Publishers Palgrave USA
Weight 589
Dimensions 155 x 235 x 21

Categories

Economics, Finance, Business & Management > Economics > Macroeconomics > Monetary economics
Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Economics, Finance, Business & Management > Business & Management
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