- First Edition
- Hardcover
- Used
Seller: tcyBooks, Brooklyn, NY, U.S.A.tcyBooks
AbeBooks seller since November 16, 2025
Condition: Used - Very good
£ 7.58
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Seller Inventory # ABE-1787857421964
- Title
- Interest Rate Modelling
- Author
- James, Jessica; Webber, Nick
- Publisher
- Wiley
- Publication year
- 2000
- Condition
- Very good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471975230
- ISBN 13
- 9780471975236
- Edition
- 1st Edition
- Item weight
- 2.35 pounds
- Dimensions
- 15.95 centimeters width by 23.2 centimeters height by 4.17 centimeters depth
Interest rate models, implementation methods and estimation issues are discussed at length by the authors as are important new developments such as kernel estimation techniques, economic based models, implied pricing methods and models on manifolds.
Providing balanced coverage of both the practical use of models and the theory that underlies them, Interest Rate Modelling adopts an implementation orientation throughout, making it an ideal resource for both practitioners and researchers.
"Synopsis" may belong to another edition of this title.
About the Author
NICK WEBBER is a lecturer in Finance at Warwick Business School. Prior to his academic career, Nick has had extensive experience in the industrial and commercial world in operational research and computing. After obtaining a PhD in Theoretical Physics from Imperial College he began research into financial options. His main area of research centres on interest rate modelling and computational finance. He ahs taught practitioner and academic course for many years, chiefly on options and interest rates.
"About the title" may belong to another edition of this title.
tcyBooks
Brooklyn, NY, U.S.A.
AbeBooks seller since November 16, 2025
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