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Viac informácií o knihe Interest Rate Modelling

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 714 bodov

Anotácia knihy

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.

Parametre knihy

• Celý názov: Interest Rate Modelling
• Autor: Simona Svoboda
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 275
• EAN: 9781403934703
• ISBN: 1403934703
• ID: 04776053
• Nakladateľ: Palgrave USA
• Hmotnosť: 589 g
• Rozmery: 235 × 155 × 21 mm
• Dátum vydania: 19. December 2003

Obľúbené z iného súdka

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