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Stochastic interest rates için kapak resmi
Başlık:
Stochastic interest rates
Yazar:
McInerney, Daragh, author.
ISBN:
9780521175692

9781107002579
Yazar Ek Girişi:
Fiziksel Tanımlama:
x, 160 pages : illustrations ; 23 cm
Seri:
Mastering mathematical finance.
Genel Not:
Includes index.
İçerik:
Preface 1. Fixed income instruments 2. Vanilla interest rate options and forward measure 3. Short rate models 4. Models of the forward rate 5. LIBOR and swap market models 6. Implementation and calibration of the LMM 7. Valuing interest rate derivatives 8. Volatility smile Index. Read more at http://www.cambridge.org/gb/academic/subjects/statistics-probabi lity/statistics-econometrics-finance-and-insurance/stochastic-in terest-rates
Özet:
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.
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Kitap EKOBKN0000022 332.1 MCL 2015
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