Interest rate modeling : theory and practice /

By:

Wu, Lixin

Material type: Text

TextSeries: Chapman & Hall/CRC financial mathematics seriesPublication details: Boca Raton : CRC Press, c2009.Description: xix, 333 pISBN:

9781420090567 (hbk. : alk. paper)
1420090569 (hbk. : alk. paper)

Subject(s):

DDC classification:

332.801'5195 WUL

LOC classification:

HG6024.5 .W82 2009

Summary: Interest rate modeling portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics and computations. It introduces all models with financial-economical justifications, develops options along the martingale approach and handles option evaluations with precise numerical methods. He goes on to address model calibration, an important aspect of model applications in the markets; industrial issues; and the class of affine term structure models for interest rates.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN ABEOKUTA BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100415021
Monograph & others	CBN AKURE BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100368055
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100573902
Monograph & others	CBN BENIN BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100477591
Monograph & others	CBN CALABAR BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100518006
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c. 1	Available	31008100636691
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100009634
Monograph & others	CBN HQ Library General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.2	Available	31008100009626
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c1	Available	31008100747076
Monograph & others	CBN KADUNA BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))		Available	31008100495619
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100650056
Monograph & others	CBN KATSINA BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))		Available	31008100375274
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c. 1	Available	31008101179808
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100851423
Monograph & others	CBN MAIDUGURI BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c. 1	Available	31008100446950
Monograph & others	CBN MAKURDI BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100428214
Monograph & others	CBN MINNA BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100395777
Monograph & others	CBN OWERRI BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100537816
Monograph & others	CBN PORTHARCOURT BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100523634
Monograph & others	CBN SOKOTO BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))		Available	31008100403985
Monograph & others	CBN UYO BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100549738
Monograph & others	CBN YOLA BRANCH LIBRARY General Stacks	Non-fiction	332.801'5195 WUL (Browse shelf(Opens below))	c.1	Available	31008100787643

Browsing CBN HQ Library shelves, Shelving location: General Stacks, Collection: Non-fiction Close shelf browser (Hides shelf browser)

Previous	No cover image available				No cover image available	No cover image available	No cover image available	Next
Previous	332.7'6 JES The theory and practice of nonpar banking /	332.7'6 RUS The economics of bank credit cards /	332.801'5195 WUL Interest rate modeling :	332.801'5195 WUL Interest rate modeling :	332.8'0212 COM Compounding and discounting tables for project evaluation /	332.8'0212 COM Compounding and discounting tables for project evaluation /	332.8'0212 COM Compounding and discounting tables for project evaluation /	Next

"A Chapman & Hall book."

Includes bibliographical references (p. 319-325) and index.

Interest rate modeling portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics and computations. It introduces all models with financial-economical justifications, develops options along the martingale approach and handles option evaluations with precise numerical methods. He goes on to address model calibration, an important aspect of model applications in the markets; industrial issues; and the class of affine term structure models for interest rates.

nmn 15/05/13

Loans

There are no comments on this title.

to post a comment.