Interest Rate Modelling

€357.90


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Product Information

ISBN9781403934703
PublisherPalgrave USA
Price (excl. tax)€337.64
Tax€20.26
Price (incl. tax)€357.90
Availability1 unit in external warehouse

Product Description

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications.