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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