.png){kind=logo}
Stock image for illustration purposes only - book cover, edition or condition may vary.
Interest Rate Modelling (Finance and Capital Markets Series)
Simona Svoboda
€ 349.70
FREE Delivery in Ireland
Description for Interest Rate Modelling (Finance and Capital Markets Series)
Hardcover. Series: Finance and Capital Markets Series. Num Pages: 286 pages, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 19. Weight in Grams: 589.
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. 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. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.
Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. 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. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.
Product Details
Format
Hardback
Publication date
2004
Publisher
Palgrave Macmillan
Number of pages
250
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
275
Place of Publication
Gordonsville, United States
ISBN
9781403934703
SKU
V9781403934703
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Simona Svoboda
SIMONA SVOBODA works as a Quantitative Analyst on the interest rates structuring desk at Rand Merchant Bank, South Africa. Prior to this she held positions in asset management and risk where she was involved in the development of market risk VAR models and credit portfolio management.
Reviews for Interest Rate Modelling (Finance and Capital Markets Series)