ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION): 16 (Advanced Series on Statistical Science & Applied Probability) - Image 1

£52.52

World Scientific Publishing Company ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION): 16 (Advanced Series on Statistical Science & Applied Probability)

Name: ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION): 16 (Advanced Series on Statistical Science & Applied Probability)
Brand: World Scientific Publishing Company
Price: 50.61 GBP
Availability: InStock

Personal Finance

Price data last checked 62 day(s) ago - refreshing...

View at Amazon

Price History & Forecast

Last 29 days • 29 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 29 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £51 (26 days, 89.7%)

Price range: £51 - £53

Price levels: 2 different prices over 29 days

Description

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises with their solutions, and a new introductory chapter on credit risk. The stochastic interest rate models considered range from standard short rate to forward rate models, with a treatment of the pricing of related derivatives such as caps and swaptions under forward measures. Some more advanced topics including the BGM model and an approach to its calibration are also covered.

Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9814390852
Category: Books > Subjects > Business, Finance & Law > Personal Finance
Domain: Amazon UK
Release Date: 04 July 2012
Listed Since: 06 March 2012

Barcode

No barcode data available

World Scientific Publishing Company ELEMENTARY INTRODUCTION TO STOCHASTIC INTEREST RATE MODELING, AN (2ND EDITION): 16 (Advanced Series on Statistical Science & Applied Probability)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (third Edition): 3rd Edition: 1 (Advanced Series On Statistical Science And Applied Probability)

An Introduction to Derivative Securities, Financial Markets, and Risk Management: 2nd Edition

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition): 1 (Economics: Current and Future Developments)

Financial Economics, Risk And Information (2nd Edition)

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Deterministic And Stochastic Topics In Computational Finance

Introduction To Differential Equations, An: Stochastic Modeling, Methods And Analysis (Volume 2)

Financial Economics, Risk and Information: An Introduction to Methods and Models

Financial Economics, Risk and Information: An Introduction to Methods and Models

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Probability And Finance Theory (Second Edition): 2nd Edition

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Springer Finance)

Essentials Of Stochastic Finance: Facts, Models, Theory: 3 (Advanced Series on Statistical Science & Applied Probability)

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

World Scientific Financial Mathematics For Actuaries (2nd Ed)

Elementary Stochastic Calculus, With Finance In View

Economic Fundamentals Of Financial Markets

Elements of Stochastic Dynamics

Credit Risk Modeling: With Stochastic Volatility, Jumps and Stochastic Interest Rates

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Market Practice In Financial Modelling

Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes