Building and Using Dynamic Interest Rate ModelsISBN: 978-0-471-49595-6
Hardcover
236 pages
November 2001
 Add to Cart
This price is valid for United States. Change location to view local pricing and availability.  |
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.
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.
Buy Both and Save 25%!
+
Building and Using Dynamic Interest Rate Models (US $155.00)
-and- An Introduction to Equity Derivatives: Theory and Practice, 2nd Edition (US $65.00)
Total List Price: US $220.00
Discounted Price: US $165.00 (Save: US $55.00)
