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中图分类法:
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F830.9 版次： |
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著者:
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McInerney, Daragh, |
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题名:
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Stochastic interest rates / , |
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出版发行:
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出版地： Cambridge 出版社： Cambridge University Press 出版日期： 2015 |
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载体形态:
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x, 160 pages : illustrations ; 24 cm. |
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附注:
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Includes index. |
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内容提要:
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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. |
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主题词:
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Interest rates Mathematical models. |
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主题词:
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Stochastic analysis. |
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主要责任者:
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Zastawniak, Tomasz, Zastawniak, Tomasz, |