CRC Press
Interest Rate Modeling (English, Lixin Wu)
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Book Details
| ISBN-13 | 9780815378914 |
| ISBN-10 | 0815378912 |
Product Description
About the Book
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. Features P…
ISBN: 9780815378914
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