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Interest Rate Modelling (Hardcover, 2004 ed.) Loot Price: R7,206
Discovery Miles 72 060
Repayment Terms: R675 pm x 12*
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Interest Rate Modelling (Hardcover, 2004 ed.): S. Svoboda

Interest Rate Modelling (Hardcover, 2004 ed.)

S. Svoboda

Series: Finance and Capital Markets Series

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Loot Price R7,206 Discovery Miles 72 060 | Repayment Terms: R675 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 States
Series: Finance and Capital Markets Series
Release date: December 2003
First published: 2004
Authors: S. Svoboda
Dimensions: 235 x 155 x 19mm (L x W x T)
Format: Hardcover
Pages: 275
Edition: 2004 ed.
ISBN-13: 978-1-4039-3470-3
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 1-4039-3470-3
Barcode: 9781403934703

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