Hardback (12 Sep 2001)
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This book offers a new approach to interest rate and modeling term structure by using
models based on optimization of dynamical systems, rather than the traditional stochastic differential equation models. The authors use dynamic models to estimate the term structure of interest rates and show the reader how to build their own numerical
simulations. It includes software that will enable readers to simulate the various models covered in the book.
| ISBN: | 9780471495956 |
| Publisher: | Wiley |
| Imprint: | John Wiley & Sons, Inc. |
| Pub date: | 12 Sep 2001 |
| DEWEY: | 332.82015118 |
| DEWEY edition: | 21 |
| Language: | English |
| Number of pages: | 215 |
| Weight: | 566g |
| Height: | 251mm |
| Width: | 175mm |
| Spine width: | 20mm |
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