Interest rate models introduction (7 Ergebnisse)
Sprache: Englisch
Verlag: Princeton University Press, United States, New Jersey, 2004
- Softcover
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes KönigreichWorldofBooks
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EUR 17,65
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Paperback. Zustand: Very Good. The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book intr…oduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers--be they graduate students, academics, or practitioners--confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models. The mathematical chapters begin with the simple binomial model that introduces many core ideas. But the main chapters work their way systematically through all of the main developments in continuous-time interest rate modelling. The book describes fully the broad range of approaches to interest rate modelling: short-rate models, no-arbitrage models, the Heath-Jarrow-Morton framework, multifactor models, forward measures, positive-interest models, and market models. Later chapters cover some related topics, including numerical methods, credit risk, and model calibration. Significantly, the book develops the martingale approach to bond pricing in detail, concentrating on risk-neutral pricing, before later exploring recent advances in interest rate modelling where different pricing measures are important. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
- Softcover
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EUR 20,38
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Zustand: Very Good. Zustand des Schutzumschlags: 15571038. 1786108474. 8/7/2026 1:14:34 PM.
- Softcover
Anbieter: Anybook.com, Lincoln, Vereinigtes KönigreichAnybook.com
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EUR 14,59
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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:9780691118949.
- Softcover
Anbieter: Phatpocket Limited, Waltham Abbey, HERTS, Vereinigtes KönigreichPhatpocket Limited
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EUR 32,14
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Zustand: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
- Hardcover
Anbieter: Labyrinth Books, Princeton, NJ, USALabyrinth Books
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EUR 64,33
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Zustand: New.
- Softcover
Anbieter: Kennys Bookstore, Olney, MD, USAKennys Bookstore
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EUR 112,65
EUR 8,99 VersandVersand innerhalb von USAAnzahl: 1 verfügbar
Zustand: New. The field of financial mathematics has developed over the years, and the underlying models that have taken shape in interest rate markets and bond markets, being richer in structure than equity-derivative models, are fascinating and complex. This book introduces the tools required for the arbitrage-free modelling o…f the dynamics of these markets. Num Pages: 288 pages, 52 line illus. BIC Classification: KFF. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 231 x 162 x 15. Weight in Grams: 436. . 2004. Paperback. . . . . Books ship from the US and Ireland.
- Softcover
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
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EUR 159,57
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Paperback. Zustand: Brand New. 288 pages. 9.00x6.00x0.75 inches. In Stock.
