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Kniha Interest Rate Modelling Simona Svoboda

Interest Rate Modelling

Autor: Simona Svoboda
Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Palgrave Macmillan
Dostupnosť: Skladom u dodávateľa v malom množstve
Odosielame za 11-15 dní
54.21 €
Growth in the derivatives market has brought with it a greater volume and range of interest rate dep...

Informácie o knihe

Autor
Simona Svoboda
Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2004
Stránok
275
EAN
9781349517329
Enbook ID
12045732
Vydavateľ
Palgrave Macmillan
Hmotnosť
408
Rozmery
155 x 235 x 15

Kompletný popis

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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