Building and Using Dynamic Interest Rate Models (Innbundet)

Serie: Wiley Finance Series 



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Forfatter: og
Innbinding: Innbundet
Utgivelsesår: 2001
Antall sider: 236
Forlag: John Wiley and Sons Ltd
Språk: Engelsk
Serie: Wiley Finance Series
ISBN/EAN: 9780471495956
Omtale: Building and Using Dynamic Interest Rate Models
This book offers a new approach to interest rate and modeling term structure by using models based on optimization of dynamical systems, rather than the traditional stochastic differential equation models. The authors use dynamic models to estimate the term structure of interest rates and show the reader how to build their own numerical simulations. It includes software that will enable readers to simulate the various models covered in the book.

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