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Interest Rate Modelling

By S. Svoboda
Hardcover
$310.00
By S. Svoboda
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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 pract...

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Science & TechnologyBusinessMathematicsEconomicsMathematical ModelingEconomics - Mathematical & Quanitative MethodsMathematical Modeling - EconomicsMathematical Modeling - Business