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Interest Rate Modelling

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Interest Rate Modelling Simona Svoboda
Libristo kod: 04776053
Nakladnici Palgrave USA, prosinac 2003
Growth in the derivatives market has brought with it a greater volume and range of interest rate dep... Cijeli opis
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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.

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Informacije o knjizi

Puni naziv Interest Rate Modelling
Autor Simona Svoboda
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2003
Broj stranica 275
EAN 9781403934703
ISBN 1403934703
Libristo kod 04776053
Nakladnici Palgrave USA
Težina 589
Dimenzije 155 x 235 x 21

Kategorija

Economics, Finance, Business & Management > Economics > Macroeconomics > Monetary economics
Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Economics, Finance, Business & Management > Business & Management
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