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Stochastic Interest Rates (Mastering Mathematical Finance)

Daragh McInerney, Tomasz Zastawniak




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 | #2486449 in eBooks |  2015-08-10 |  2016-11-08 | File type: PDF

||0 of 1 people found the following review helpful.| Five Stars|By Customer|Awesome Book!!!!!!|About the Author|Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the Unive

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...

You easily download any file type for your gadget.Stochastic Interest Rates (Mastering Mathematical Finance)   |  Daragh McInerney, Tomasz Zastawniak. Just read it with an open mind because none of us really know.

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