Your shopping cart is empty!
Interest Rate Modelling (Finance And Capital Markets Series)
Publisher: Palgrave Macmillan
SKU: DADAX1403934703
ISBN : 9781403934703
Condition : New
SKU: DADAX1403934703
ISBN : 9781403934703
Condition : New
Price:
$335.83
Condition :
Shipping & Tax will be calculated at Checkout.
Estimated delivery time 7-14 days.
International delivery time 2 to 4 weeks.
Interest Rate Modelling (Finance and Capital Markets Series)
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.
Specification of Interest Rate Modelling (Finance and Capital Markets Series)
| GENERAL | |
|---|---|
| Author | S. Svoboda |
| Binding | Hardcover |
| Language | English |
| Edition | 2004 |
| ISBN-10 | 1403934703 |
| ISBN-13 | 9781403934703 |
| Publisher | Palgrave Macmillan |
| Publication Year | 2003 |
| DIMENSIONS | |
|---|---|
| Height | 6.32 inch. |
| Length | 0.84 inch. |
| Width | 9.5 inch. |
| Weight | 1.22 pounds. |
Write a review
Your Name:
Your Email:
Your Review:
Note: HTML is not translated!
Rating: Bad Good
Enter the code in the box below:
