Daragh McInerney, Tomasz Zastawniak

Broschiertes Buch

Stochastic Interest Rates

Beschreibung

Designed for Master's students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting.

Autor

Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the University of Oxford and has worked since 2001 as a quantitative analyst in both investment banking and fund management.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 169
• Erscheinungstermin: 10. August 2015
• Englisch
• Abmessung: 226mm x 151mm x 10mm
• Gewicht: 290g
• ISBN-13: 9780521175692
• ISBN-10: 0521175690
• Artikelnr.: 42017802