Mohlo by sa vám tiež páčiť

Viac informácií o knihe Stochastic Interest Rates

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 276 bodov

Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Stochastic Interest Rates
• Autor: Daragh McInerney, Tomasz Zastawniak
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 172
• EAN: 9781107002579
• ISBN: 1107002575
• ID: 09070994
• Nakladateľ: Cambridge University Press
• Hmotnosť: 400 g
• Rozmery: 235 × 158 × 13 mm
• Dátum vydania: 13. August 2015

Obľúbené z iného súdka

---

---

---