Interest Rate Modeling

Name: Interest Rate Modeling: Theory and Practice, Second Edition
Brand: CRC Press
SKU: 9780815378914
Price: 4097.00 INR
Availability: InStock

Theory and Practice, Second Edition

by Lixin Wu

CRC Press

₹4,097

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From the publisher

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods.

Description supplied by the publisher.