Interest Rate Models - Andrew J.G. Cairns

Interest Rate Models - Andrew J.G. Cairns

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Condition
New
Location
South Africa
Product code
9780691118949
Bob Shop ID
639522017

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.

TITLE: Interest Rate Models

AUTHOR: Andrew J.G. Cairns

SKU: 9780691118949

PUBLISHER: Princeton University Press

DATE PUBLISHED: 05/01/2004

PLACE PUBLISHED: United States

PAGES: 288

BINDING: Paperback / softback

LANGUAGE: English

DIMENSIONS: 152 mm x 235 mm

WEIGHT: 397 gr

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