Product Information
Modelling Interest Rates is an invaluable aid to researchers who aim to get acquainted with the new trends in the interest rate models and to practitioners with a need to use increasingly sophisticated tools to price exotic claims consistently with the information on the underlying variables that is provided by the market in terms of plain vanilla quotes. This book will be essential reading for: Interest rate modellers; Risk managers; Risk modellers; Interest rate analysts; Derivatives traders; and, Pricing managers.Product Identifiers
PublisherRisk Books
ISBN-139781906348137
eBay Product ID (ePID)21046650020
Product Key Features
SubjectFinance
Publication Year2009
Number of Pages308 Pages
Publication NameModelling Interest Rates: Advances in Derivatives Pricing
LanguageEnglish
TypeTextbook
AuthorFabio Mercurio
FormatPaperback
Additional Product Features
Country/Region of ManufactureUnited Kingdom
EditorFabio Mercurio