Interest Rate Modeling: Theory and Practice, Second Edition

by Lixin Wu

Book Overview

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods.

Features

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• Format: Hardcover
• Language: English
• ISBN: 0815378912
• ISBN13: 9780815378914
• Release Date: February 2019
• Publisher: CRC Press
• Length: 494 Pages
• Weight: 1.90 lbs.
• Dimensions: 1.3" x 6.2" x 9.3"