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Interest Rate Modelling

By  S. Svoboda

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In Stock (757)

£ 270.00

Description

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. 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.

Book Details
EAN:
9781403934703
Binding:
Hardback
Dimensions(mm):
164 x 242 x 25
Publication Date:
2003-12-19
Publisher:
Publication Country:
United States