Description: Stochastic Interest Rates by Tomasz Zastawniak, Daragh McInerney Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description Designed for Masters students and final-year undergraduates, this book strikes the right balance between mathematical rigour and practical application. Carefully chosen examples and exercises help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. Publisher Description This 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 Masters 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 books webpage at 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. Author Biography Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the University of Oxford and has worked since 2001 as a quantitative analyst in both investment banking and fund management. Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about 50 research publications and six books. He has supervised four PhD dissertations and around 80 MSc dissertations in mathematical finance. Details ISBN 1107002575 ISBN-13 9781107002579 Title Stochastic Interest Rates Author Tomasz Zastawniak, Daragh McInerney Format Hardcover Year 2015 Pages 172 Publisher Cambridge University Press GE_Item_ID:95682480; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 102.08 USD
Location: Fairfield, Ohio
End Time: 2024-12-02T03:23:34.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9781107002579
Book Title: Stochastic Interest Rates
Number of Pages: 172 Pages
Publication Name: Stochastic Interest Rates
Language: English
Publisher: Cambridge University Press
Publication Year: 2015
Item Height: 0.5 in
Subject: Probability & Statistics / Stochastic Processes, Statistics
Type: Textbook
Item Weight: 14.1 Oz
Author: Tomasz Zastawniak, Daragh Mcinerney
Item Length: 9.3 in
Subject Area: Mathematics, Business & Economics
Item Width: 6.1 in
Series: Mastering Mathematical Finance Ser.
Format: Hardcover