Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)

Specificaties
Gebonden, 372 blz. | EN
World Scientific Publishing Co Pte Ltd | e druk, 2021
ISBN13: 9789811226601
Rubricering
World Scientific Publishing Co Pte Ltd e druk, 2021 9789811226601
Verwachte levertijd ongeveer 16 werkdagen

Samenvatting

This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations.

Specificaties

ISBN13:9789811226601
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:372
Uitgever:World Scientific Publishing Co Pte Ltd

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        Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)