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Interest Rate Modelling (Paperback, 1st ed. 2004) Loot Price: R1,557
Discovery Miles 15 570
Repayment Terms: R146 pm x 12*
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Interest Rate Modelling (Paperback, 1st ed. 2004): S. Svoboda

Interest Rate Modelling (Paperback, 1st ed. 2004)

S. Svoboda

Series: Finance and Capital Markets Series

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Loot Price R1,557 Discovery Miles 15 570 | Repayment Terms: R146 pm x 12*

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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 practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Series: Finance and Capital Markets Series
Release date: 2004
First published: 2004
Authors: S. Svoboda
Dimensions: 235 x 155mm (L x W)
Format: Paperback
Pages: 275
Edition: 1st ed. 2004
ISBN-13: 978-1-349-51732-9
Categories: Books > Business & Economics > Business & management > General
Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Finance & accounting > Finance > Corporate finance
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Corporate finance
Books > Money & Finance > Investment & securities > General
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LSN: 1-349-51732-1
Barcode: 9781349517329

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