现货Interest Rate Modelling[9780471975236]

2003 九五品

仅1件

上海宝山

认证卖家担保交易快速发货售后保障

作者James, Jessica ; Webber, Nick

出版社Wiley

ISBN9780471975236

出版时间2000-06

装帧精装

纸张其他

页数676页

正文语种英语

上书时间2023-08-16

已实名已认证进店收藏店铺

商品描述: As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models-both those actively used in practice as well as theoretical models still 'waiting in the wings'. Interest rate models, implementation methods and estimation issues are discussed at length by the authors as are important new developments such as kernel estimation techniques, economic based models, implied pricing methods and models on manifolds. Providing balanced coverage of both the practical use of models and the theory that underlies them, Interest Rate Modelling adopts an implementation orientation throughout, making it an ideal resource for both practitioners and researchers....

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