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Stochastic Interest Rates

By Daragh McInerney, Tomasz Zastawniak
Paperback
$53.00
By Daragh McInerney, Tomasz Zastawniak
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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 ex...

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