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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Interest Rates

Stochastic Interest Rates

McInerney, Daragh
Zastawniak, Tomasz

Hardcover

Series: Mastering Mathematical Finance

Business GeneralInvesting & FinanceProbability & Statistics

ISBN10: 1107002575
ISBN13: 9781107002579
Publisher: Cambridge University Press
Published: Aug 13 2015
Pages: 172
Weight: 0.89
Height: 0.50 Width: 6.08 Depth: 9.30
Language: English
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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