Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition)

af

indgår i serie Advanced Series on Statistical Science & Applied Probability


Elementary Introduction To Stochastic Interest Rate Modeling, An (2nd Edition)
Du sparer Spar kr. 65,00 med Saxo Premium
  • Leveringstid 5-10 hverdage
  • Forventet levering 25-11-2019
Hvis du køber til medlemspris, bliver du automatisk medlem af Saxo Premium. De første 30 dage er gratis, derefter koster det 99,-/md. Medlemskabet fornyes automatisk og kan altid opsiges. Læs mere om alle fordelene her.
Format:
Bog, hardback
Udgivelsesdato:
21-06-2012
Sprog:
Engelsk
Sidetal:
244
  • Beskrivelse
  • Yderligere info
  • Anmeldelser

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises with their solutions, and a new introductory chapter on credit risk. The stochastic interest rate models considered range from standard short rate to forward rate models, with a treatment of the pricing of related derivatives such as caps and swaptions under forward measures. Some more advanced topics including the BGM model and an approach to its calibration are also covered.

Vis mereVis mindre

Udgivelsesdato:
21-06-2012
ISBN13:
9789814390859
Vægt:
522 g
Dybde:
23 mm
Bredde:
155 mm
Højde:
229 mm
Nummer i serien:
16
Nummer i serien:
16
Format:
Hardback
Udgave:
2nd Revised edition
  • Forfattere

  • Bibliotekernes beskrivelse

    Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations.

Vis mereVis mindre

Vis mereVis mindre

Fandt du ikke hvad du søgte?

Hvis denne bog ikke er noget for dig, kan du benytte kategorierne nedenfor til at finde andre titler. Klik på en kategori for at se lignende bøger.

Velkommen til Saxo - din danske boghandel!

Hos os kan du handle som Gæst, Saxo-bruger eller Saxo Premium-medlem. Du bestemmer selv, og vores kundeservice sidder altid klar med hjælp.

Om medlemspriser hos Saxo

Hvis du køber til medlemspris, bliver du automatisk medlem og får del i de mange fede fordele. De første 30 dage er gratis for nye brugere, og derefter koster det kun 99,-/md. Medlemskabet fornyes automatisk, og du kan altid opsige det. Læs mere om fordelene ved Saxo Premium her.