Building and Using Dynamic Interest Rate Models
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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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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)