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Interest Rate Models: An Introduction by Andrew J. G. Cairns (Paperback, 2004)
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ISBN-13: 9780691118949, 978-0691118949. The mathematical chapters begin with the simple binomial model that introduces many core ideas. Interest Rate Models. Publisher: Princeton University Press, United States.
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Product Information
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 Identifiers
PublisherPrinceton University Press
ISBN-139780691118949
eBay Product ID (ePID)87291424
Product Key Features
Number of Pages288 Pages
LanguageEnglish
Publication NameInterest Rate Models: an Introduction
Publication Year2004
SubjectFinance, Mathematics
TypeTextbook
AuthorAndrew J. G. Cairns
FormatPaperback
Dimensions
Item Height235 mm
Item Weight397 g
Item Width152 mm
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorAndrew J. G. Cairns
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