£111.82

Springer Interest Rate Models: Theory and Practice Book

Name: Springer Interest Rate Models: Theory and Practice Book
Brand: Springer
Price: 111.82 GBP
Availability: InStock

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Description

Master the complexities of financial mathematics with the 2nd edition of Interest Rate Models - Theory and Practice from Springer Finance. This updated volume provides essential insights for professionals working in forecasting and quantitative finance. It expands upon the fundamental LIBOR market model, offering a deep analysis of swaptions interpolation techniques and the impact of exogenous instantaneous correlation on calibration outputs. Readers will find updated discussions on the historical estimation of the instantaneous correlation matrix and methods for rank reduction. The text also introduces a new LIBOR-model consistent swaption-volatility interpolation technique. With enlarged sections covering the smile issue in the LIBOR market model, this edition serves as a comprehensive resource for understanding inflation, credit, and modern interest rate modeling. Whether you are studying advanced financial theory or applying models to real-world market data, this book delivers the technical depth required for professional finance applications.

Key Features

Updated 2nd edition includes enriched calibration discussions for the basic LIBOR market model.

Enhanced analysis of swaptions interpolation techniques and exogenous instantaneous correlation impacts.

New content covering historical estimation of the instantaneous correlation matrix and rank reduction.

Includes a new LIBOR-model consistent swaption-volatility interpolation technique for advanced modeling.

Expanded sections dedicated to addressing the smile issue within the LIBOR market model.

New and mint condition book ensures high quality for professional study and reference.

Fast dispatch for orders received before 12 noon with guaranteed secure packaging.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3540221492
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Forecasting
Domain: Amazon UK
Release Date: 04 August 2006
Listed Since: 15 February 2007

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Springer Interest Rate Models: Theory and Practice Book

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