.png){kind=logo}
Stock image for illustration purposes only - book cover, edition or condition may vary.
Interest Rate Modelling
James
€ 126.76
FREE Delivery in Ireland
Description for Interest Rate Modelling
Hardcover. This volume covers developments in the interest rate markets, with descriptions and implementation techniques for all the major classes of interest rate models. It covers those models already in practice, as well as theoretical models. Series: Wiley Series in Financial Engineering. Num Pages: 672 pages, Ill. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 162 x 239 x 48. Weight in Grams: 1216.
As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models-both those actively used in practice as well as theoretical models still 'waiting in the wings'.
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.
... Read more
As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models-both those actively used in practice as well as theoretical models still 'waiting in the wings'.
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.
... Read more
Product Details
Format
Hardback
Publication date
2000
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
672
Condition
New
Series
Wiley Series in Financial Engineering
Number of Pages
672
Place of Publication
New York, United States
ISBN
9780471975236
SKU
V9780471975236
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About James
JESSICA JAMES is Head of Research for Bank One's Strategic Risk Management group, based in the UK. Jessica started life as a physicist at Manchester University and completed her DPhil in Theoretical Atomic and Nuclear Physics at Christ Church, Oxford, under Professor Sandars. After a year as a college lecturer at Trinity, Oxford, she began work at he First National ... Read more
Reviews for Interest Rate Modelling
"Interest Rate Modelling is an encyclopedic treatment of interest rates and their related financial derivatives. It combines advanced theory with extensive and down-to-earth data analysis in a way which is truly unique. For practitioners, students and scholars in the field, this impressive wok will be the standard reference for years to come.", Professor Tomas Bjork, , Stockholm School of Economics#"...an ... Read more