Search Results for: Stochastic Interest Rates

Stochastic Interest Rates

Stochastic Interest Rates
Author :
Publisher : Cambridge University Press
Total Pages : 171
Release :
ISBN-10 : 9781107002579
ISBN-13 : 1107002575
Rating : 4/5 (79 Downloads)
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Book Synopsis Stochastic Interest Rates by : Daragh McInerney

Download or read book Stochastic Interest Rates written by Daragh McInerney and published by Cambridge University Press. This book was released on 2015-08-13 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.


Stochastic Interest Rates Related Books

Stochastic Interest Rates
Language: en
Pages: 171

Stochastic Interest Rates

Authors: Daragh McInerney
Categories: Business & Economics
Type: BOOK - Published: 2015-08-13 - Publisher: Cambridge University Press

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Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Language: en
Pages: 236

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective

Authors: René Carmona
Categories: Mathematics
Type: BOOK - Published: 2007-05-22 - Publisher: Springer Science & Business Media

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This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e
An Elementary Introduction to Stochastic Interest Rate Modeling
Language: en
Pages: 243

An Elementary Introduction to Stochastic Interest Rate Modeling

Authors: Nicolas Privault
Categories: Business & Economics
Type: BOOK - Published: 2012 - Publisher: World Scientific

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Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book p
Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)
Language: en
Pages: 373

Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)

Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2021-09-02 - Publisher: World Scientific

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This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concep
Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott
Language: en
Pages: 605

Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott

Authors: Samuel N Cohen
Categories: Mathematics
Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific

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This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f