Interest rate modeling : theory and practice /

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financia...

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Bibliographic Details

Main Author:	Wu, Lixin, 1961- (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton, Florida : CRC Press, [2019]
Edition:	Second edition.
Series:	Chapman & Hall/CRC financial mathematics series
Subjects:	Interest rates > Mathematical models. Interest rate futures > Mathematical models. MATHEMATICS / General BUSINESS & ECONOMICS / Finance MATHEMATICS / Probability & Statistics / General Electronic books.
Online Access:	Connect to the full text of this electronic book