Interest Rate Modelling
As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of i...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex, England
John Wiley & Sons
2000
|
| Series: | Wiley series in financial engineering
|
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Add Tag MARC
| LEADER | 00000nam a2200000#i 4501 | ||
|---|---|---|---|
| 001 | wils-968400 | ||
| 005 | 2021019161633 | ||
| 008 | t2000 ENK ag# ##001 ##eng#D | ||
| 020 | # | # | |a 9780471975236 |q hardback |
| 040 | # | # | |a DLC |b eng |c DLC |d UiTM |e rda |
| 090 | 0 | 0 | |a HG1621 |b .J35 2000 |
| 100 | 1 | # | |a James, Jessica |d 1968- |e author |
| 245 | 1 | 0 | |a Interest Rate Modelling |c Jessica James and Nick Webber |
| 264 | # | 1 | |a Chichester, West Sussex, England |b John Wiley & Sons |c 2000 |
| 300 | # | # | |a xviii, 654 pages |b illustrations |c 24 cm |
| 336 | # | # | |a text |2 rdacontent |
| 337 | # | # | |a unmediated |2 rdamedia |
| 338 | # | # | |a volume |2 rdacarrier |
| 490 | 1 | # | |a Wiley series in financial engineering |
| 504 | # | # | |a Includes bibliographical references (pages [601]-629) and index |
| 520 | # | # | |a As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models-both those actively used in practice as well as theoretical models still 'waiting in the wings'. |
| 650 | # | 0 | |a Interest rates |x Mathematical models |
| 700 | 1 | # | |a Webber, Nick |e author |
| 830 | # | 0 | |a Wiley series in financial engineering |
| 856 | 4 | 0 | |z Click Here to View Status and Holdings. |u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=968400 |
Interest rate modelling