Interest Rate Modeling

Interest Rate Modeling
Author :
Publisher :
Total Pages : 1154
Release :
ISBN-10 : 0984422102
ISBN-13 : 9780984422104
Rating : 4/5 (02 Downloads)

Book Synopsis Interest Rate Modeling by : Leif B. G. Andersen

Download or read book Interest Rate Modeling written by Leif B. G. Andersen and published by . This book was released on 2010 with total page 1154 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Students and academics interested in financial engineering and applied work will find the material particularly useful for its description of real-life model usage and for its expansive discussion of model calibration, approximation theory, and numerical methods."--Preface.


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