Items related to Stochastic Interest Rates (Mastering Mathematical Finance)
Stochastic Interest Rates (Mastering Mathematical Finance) - Hardcover
Book 7 of 8: Mastering Mathematical Finance
Synopsis
Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.
"synopsis" may belong to another edition of this title.
About the Authors
Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the University of Oxford and has worked since 2001 as a quantitative analyst in both investment banking and fund management.
Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about 50 research publications and six books. He has supervised four PhD dissertations and around 80 MSc dissertations in mathematical finance.
"About this title" may belong to another edition of this title.
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Stochastic Interest Rates (Mastering Mathematical Finance)
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Cambridge University Press, 2015
ISBN 10: 1107002575
ISBN 13: 9781107002579
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Stochastic Interest Rates (Mastering Mathematical Finance)
Published by
Cambridge University Press, 2015
ISBN 10: 1107002575
ISBN 13: 9781107002579
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Stochastic Interest Rates (Mastering Mathematical Finance)
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ISBN 10: 1107002575
ISBN 13: 9781107002579
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Condition: New. Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application. Series: Mastering Mathematical Finance. Num Pages: 172 pages, 25 b/w illus. 10 tables 60 exercises. BIC Classification: KFF; PBWL. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 152 x 11. Weight in Grams: 400. . 2015. 1st Edition. hardcover. . . . . Seller Inventory # V9781107002579
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Stochastic Interest Rates (Mastering Mathematical Finance)
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ISBN 10: 1107002575
ISBN 13: 9781107002579
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Stochastic Interest Rates
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Stochastic Interest Rates
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Stochastic Interest Rates
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Stochastic Interest Rates (Mastering Mathematical Finance)
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Cambridge University Press, 2015
ISBN 10: 1107002575
ISBN 13: 9781107002579
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Condition: New. Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application. Series: Mastering Mathematical Finance. Num Pages: 172 pages, 25 b/w illus. 10 tables 60 exercises. BIC Classification: KFF; PBWL. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 152 x 11. Weight in Grams: 400. . 2015. 1st Edition. hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9781107002579
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Stochastic Interest Rates (Hardcover)
Published by
Cambridge University Press, Cambridge, 2015
ISBN 10: 1107002575
ISBN 13: 9781107002579
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Hardcover. Condition: new. Hardcover. 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 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. Designed for Master's students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9781107002579
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Stochastic Interest Rates
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ISBN 10: 1107002575
ISBN 13: 9781107002579
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