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Risk Books Modelling Interest Rates: Advances in Derivatives Pricing

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Description

Modelling Interest Rates is an invaluable aid to researchers who aim to get acquainted with the new trends in the interest rate models and to practitioners with a need to use increasingly sophisticated tools to price exotic claims consistently with the information on the underlying variables that is provided by the market in terms of plain vanilla quotes. This book will be essential reading for: Interest rate modellers Risk managers Risk modellers Interest rate analysts Derivatives traders Pricing managers

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
01 June 2009
Listed Since
11 June 2009

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