Interest Rate Modelling

Interest Rate Modelling Svoboda S. Wydawca: Palgrave USA Data wydania: 2003 ISBN: 9781403934703 Liczba stron: 275 Format: 235 x 155 Rodzaj oprawy: Hardback Opis produktu: Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. 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.