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Stochastic Interest Rates
Engelsk
Bogcover for Stochastic Interest Rates af Tomasz Zastawniak, Daragh McInerney, 9780521175692
Specifikationer
Sprog:
Engelsk
Sider:
169
ISBN-13:
9780521175692
Indbinding:
Paperback
ISBN-10:
0521175690
Kategori:
Udg. Dato:
10 aug 2015
Størrelse i cm:
15,4 x 22,8 x 1,4
Oplagsdato:
10 aug 2015

Stochastic Interest Rates

Engelsk
Paperback 2015
Format:

Bog beskrivelse
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master''s students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book''s webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.
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Specifikationer
Sprog:
Engelsk
Sider:
169
ISBN-13:
9780521175692
Indbinding:
Paperback
ISBN-10:
0521175690
Kategori:
Udg. Dato:
10 aug 2015
Størrelse i cm:
15,4 x 22,8 x 1,4
Oplagsdato:
10 aug 2015
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