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Interest Rate Models: An Introduction Andrew J. G. Cairns
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Interest Rate Models: An Introduction
Andrew J. G. Cairns
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.
290 pages, black & white illustrations
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 25. januarja 2004 |
| ISBN13 | 9780691118949 |
| Založniki | Princeton University Press |
| Strani | 288 |
| Dimenzije | 162 × 231 × 15 mm · 436 g |
| Jezik | Angleščina |
