Interest Rate Modelling
S. Svoboda
Palgrave USA, 2003
339,95 €On orderDelivery: 2-3 weeks
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. 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.
- ISBN-13
- 9781403934703
- ISBN-10
- 1403934703
- Publisher
- Palgrave USA
- Year
- 2003
- Publication date
- 2003-12-19
- Pages
- 275
- Dimensions
- 164x242x25
- Weight
- 588