Interest Rate Models: An Introduction (Bog, Paperback / softback, Engelsk) af Andrew J. G. Cairns

Interest Rate Models: An Introduction

(Bog, Paperback / softback, Engelsk)
Forfatter: Andrew J. G. Cairns

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Beskrivelse

The field of financial mathematics has developed over the years, and the underlying models that have taken shape in interest rate markets and bond markets, being richer in structure than equity-derivative models, are fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets.

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Alle detaljer

Forlag Princeton University Press
Forfatter Andrew J. G. Cairns
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 25-01-2004
Første udgivelsesår 2004
Illustrationer 52 line illus.
Originalsprog United States
Sideantal 288
Indbinding Paperback / softback
Forlag Princeton University Press
Sideoplysninger 288 pages, 52 line illus.
Mål 231 x 162 x 15
ISBN-13 / EAN-13 9780691118949