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Interest Rate Modelling
part of the Finance and Capital Markets Series series
- Binding:
- Paperback
- Pages:
- 275
- Published:
- December 31, 2003
- Edition:
- 12004
- Dimensions:
- 155x235x0 mm.
- Weight:
- 443 g.
Delivery:
1-2 weeks
Expected delivery: December 6, 2024
Description of Interest Rate Modelling
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.
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