Stochastic Interest Rates
$128.71
- Paperback
169 pages
- Release Date
10 August 2015
Summary
Mastering Mathematical Finance: Stochastic Interest Rates
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master’s students or fail to include practical examples.
Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations…
Book Details
| ISBN-13: | 9780521175692 |
|---|---|
| ISBN-10: | 0521175690 |
| Series: | Mastering Mathematical Finance |
| Author: | Tomasz Zastawniak, Daragh McInerney |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Paperback |
| Number of Pages: | 169 |
| Release Date: | 10 August 2015 |
| Weight: | 290g |
| Dimensions: | 229mm x 152mm x 8mm |
About The Author
Tomasz Zastawniak
Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the University of Oxford and has worked since 2001 as a quantitative analyst in both investment banking and fund management.
Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about 50 research publications and six books. He has supervised four PhD dissertations and around 80 MSc dissertations in mathematical finance.
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