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 ...
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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.
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Add this copy of Interest Rate Modelling to cart. $40.00, like new condition, Sold by Rain Dog Books rated 3.0 out of 5 stars, ships from Bloomington, IL, UNITED STATES, published 2004 by Palgrave MacMillan.
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Fine. 8vo. 250 pp. Finance and Capital Markets Series. We specialize in fine books in collectible condition. Orders are professionally packaged and shipped promptly. W10.
Add this copy of Interest Rate Modelling to cart. $51.65, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2004 by Palgrave MacMillan.
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New. Trade paperback (US). Glued binding. 275 p. Contains: Unspecified. Finance and Capital Markets. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Interest Rate Modelling (Finance and Capital Markets to cart. $80.09, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2004 by Palgrave Macmillan.
Add this copy of Interest Rate Modelling (Finance and Capital Markets to cart. $26.50, very good condition, Sold by Midtown Scholar Bookstore rated 5.0 out of 5 stars, ships from Harrisburg, PA, UNITED STATES, published 2003 by Palgrave Macmillan.
Add this copy of Interest Rate Modelling (Finance and Capital Markets to cart. $64.24, good condition, Sold by Midtown Scholar Bookstore rated 5.0 out of 5 stars, ships from Harrisburg, PA, UNITED STATES, published 2003 by Palgrave Macmillan.
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Good-Bumped and creased book with tears to the extremities, but not affecting the text block, may have remainder mark or previous owner's name-GOOD Standard-sized.
