Interest Rate Models: An Introduction

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Interest Rate Models: An Introduction

Interest Rate Models: An Introduction

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Interest Rate Models: An Introduction

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Description

Interest Rate Models: An Introduction

The field of financial mathematics has developed over the years and the underlying models that have taken shape in interest rate markets and bond markets being richer in structure than equity-derivative models are fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets.
  • Brand: Unbranded
  • Category: Business, Finance & Law
  • Format: Paperback
  • Language: English
  • Publication Date: 2024-01-12
  • Publisher / Label: Princeton University Press
  • Author: Andrew J. G. Cairns
  • Number of Pages: 288
  • Fruugo ID: 451813960-952850273
  • ISBN: 9780691118949

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  • STANDARD: SAR65.99 - Delivery between Mon 09 February 2026–Fri 27 February 2026

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