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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