Interest Rate Modelling: Financial Engineering

(4.9/5) - 390 ratings
Authors: Jessica James, Nick Webber
Publisher: Wiley
Genre: Economy
Pages: 654
Language: english
Year: 2000
ISBN 10: 0471975230
ISBN 13: 9780471975236
Series: Unknown
Edition: 1
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Synopsis

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...