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World Scientific Publishing Company Stochastic Interest Rate Modeling 3rd Edition - WSPC Book
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Description
Key Features
This third edition from World Scientific Publishing Company provides a step-by-step mathematical approach to stochastic interest rate modeling.
Learn to price and hedge fixed income derivatives like bond options, caps, and swaptions using forward measure techniques.
The text covers various interest rate types ranging from short rates to forward rates including LIBOR and swap rates.
Explore advanced financial frameworks including the HJM and BGM models for analyzing LIBOR and swap rates.
Gain foundational knowledge through an introduction to default bond pricing and an outlook on model calibration.
Product Specifications
- Format
- hardcover
- ASIN
- 9811226601
- Domain
- Amazon UK
- Release Date
- 03 September 2021
- Listed Since
- 04 September 2020
Barcode
No barcode data available
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