![]() |
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
|
Your cart is empty |
||
Showing 1 - 2 of 2 matches in All Departments
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.
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.
|
You may like...
Analysis and Computation of…
Sergio Conti, Klaus Hackl
Hardcover
Elegant Circuits: Simple Chaotic…
Julien Clinton Sprott, Wesley Joo-chen Thio
Hardcover
R3,099
Discovery Miles 30 990
Chaotics - An Agenda for Business and…
Georges Anderla, Anthony Dunning, …
Hardcover
R2,565
Discovery Miles 25 650
|