{"product_id":"stochastic-interest-rates-paperback-9780521175692","title":"Stochastic Interest Rates (Paperback) 9780521175692","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eStochastic Interest Rates\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eDesigned for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eDaragh McInerney (Author), Tomasz Zastawniak (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780521175692, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback, published 10 August 2015\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e169 pages, 25 b\/w illus.  10 tables  60 exercises\u003cbr\u003e22.9 x 15.2 x 0.8 cm, 0.29 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThis volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org\/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e 1. Fixed income instruments\u003cbr\u003e 2. Vanilla interest rate options and forward measure\u003cbr\u003e 3. Short rate models\u003cbr\u003e 4. Models of the forward rate\u003cbr\u003e 5. LIBOR and swap market models\u003cbr\u003e 6. Implementation and calibration of the LMM\u003cbr\u003e 7. Valuing interest rate derivatives\u003cbr\u003e 8. Volatility smile\u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Insurance \u0026amp; actuarial studies [\u003ca title=\"See our other books on Insurance \u0026amp; actuarial studies\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Insurance%20\u0026amp;%20actuarial%20studies%20%5BKFFN%5D%22\"\u003eKFFN\u003c\/a\u003e], Finance [\u003ca title=\"See our other books on Finance\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20%5BKFF%5D%22\"\u003eKFF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46001096032536,"sku":"9780521175692","price":35.79,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780521175692i_85a7e97a-0e10-49fc-a97f-2da967496c17.jpg?v=1691373050","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/stochastic-interest-rates-paperback-9780521175692","provider":"Freshly Printed Books","version":"1.0","type":"link"}