Andere Kunden interessierten sich auch für
![PRINCIPLES OF RADIATION INTERACTION IN MATTER AND DETECTION (2ND EDITION)]( "PRINCIPLES OF RADIATION INTERACTION IN MATTER AND DETECTION (2ND EDITION)")
PRINCIPLES OF RADIATION INTERACTION IN MATTER AND DETECTION (2ND EDITION)377,99 €![Rough Surfaces, 2nd Edition]( "Rough Surfaces, 2nd Edition")
Rough Surfaces, 2nd Edition82,99 €![Excursions in Greece to recently explored sites of classical interest]( "Excursions in Greece to recently explored sites of classical interest")
Excursions in Greece to recently explored sites of classical interest30,90 €![On the Origin of Species by Means of Natural Selection or the Preservation of Favoured Races in the Struggle for Life. (2nd edition)]( "On the Origin of Species by Means of Natural Selection or the Preservation of Favoured Races in the Struggle for Life. (2nd edition)")
On the Origin of Species by Means of Natural Selection or the Preservation of Favoured Races in the Struggle for Life. (2nd edition)19,90 €![Cells Student Text 2nd edition]( "Cells Student Text 2nd edition")
Cells Student Text 2nd edition23,99 €![Agriculture, the Primary Interest of Great Britain]( "Agriculture, the Primary Interest of Great Britain")
Agriculture, the Primary Interest of Great Britain30,90 €![Some Points of Special Interest in the Treatment of Compound Fractures]( "Some Points of Special Interest in the Treatment of Compound Fractures")
Some Points of Special Interest in the Treatment of Compound Fractures12,90 €
Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises with their solutions, and a new introductory chapter on credit risk. The stochastic interest rate models considered range from standard short rate to forward rate models, with a treatment of the pricing of related derivatives such as caps and swaptions under forward measures. Some more advanced topics including the BGM model and an approach to its calibration are also covered.