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Interest Rate Models
- An Introduction
Engelsk Paperback
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Interest Rate Models
- An Introduction
Engelsk Paperback

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Om denne bog
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 of the dynamics of these markets.
Product detaljer
Sprog:
Engelsk
Sider:
288
ISBN-13:
9780691118949
Indbinding:
Paperback
Udgave:
ISBN-10:
0691118949
Kategori:
Udg. Dato:
25 jan 2004
Længde:
15mm
Bredde:
162mm
Højde:
231mm
Forlag:
Princeton University Press
Oplagsdato:
25 jan 2004
Forfatter(e):
Kategori sammenhænge