Interest Rate Modeling

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  • Interest Rate Modeling Book Detail

  • Author : Leif B. G. Andersen
  • Release Date : 2010
  • Publisher :
  • Genre : Business & Economics
  • Pages : 1154
  • ISBN 13 : 9780984422104
  • File Size : 45,45 MB

Interest Rate Modeling by Leif B. G. Andersen PDF Summary

Book Description: "The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Students and academics interested in financial engineering and applied work will find the material particularly useful for its description of real-life model usage and for its expansive discussion of model calibration, approximation theory, and numerical methods."--Preface.

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