| 书目名称 | Interest Rate Modelling |
| 编辑 | Simona Svoboda |
| 视频video | |
| 丛书名称 | Finance and Capital Markets Series |
| 图书封面 |  |
| 描述 | Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures. |
| 出版日期 | Book 2004 |
| 关键词 | derivatives; dynamics; equilibrium; growth; interest; modeling; investments and securities |
| 版次 | 1 |
| doi | https://doi.org/10.1057/9781403946027 |
| isbn_softcover | 978-1-349-51732-9 |
| isbn_ebook | 978-1-4039-4602-7Series ISSN 2946-2010 Series E-ISSN 2946-2029 |
| issn_series | 2946-2010 |
| copyright | Palgrave Macmillan, a division of Macmillan Publishers Limited 2004 |
发表于 2025-3-21 16:06:46
