Interest Rate Modelling
eBook - PDF

Interest Rate Modelling

  1. 275 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Interest Rate Modelling

About this book

Growth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. These products have become increasingly innovative and complex to price, requiring sophisticated market models that capture the full dynamics of the yield curve. 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. The book guides the practitioner through the derivation and implementation of a variety of models that account for the characteristics and irregularities of observed term structures.

Trusted by 375,005 students

Access to over 1 million titles for a fair monthly price.

Study more efficiently using our study tools.

Information

Publisher
Palgrave Macmillan
Year
2003
Print ISBN
9781403934703
eBook ISBN
9781403946027
Topic
Economics
Subtopic
Corporate Finance
Index
Economics

Table of contents

  1. Cover
  2. Interest rate modelling
  3. Contents
  4. Introduction
  5. Part 1 Interest Rate Models
  6. Part II Calibration
  7. Closing Remarks
  8. Bibliography
  9. Index

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn how to download books offline
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 990+ topics, we’ve got you covered! Learn about our mission
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more about Read Aloud
Yes! You can use the Perlego app on both iOS and Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app
Yes, you can access Interest Rate Modelling by S. Svoboda in PDF and/or ePUB format, as well as other popular books in Economics & Corporate Finance. We have over one million books available in our catalogue for you to explore.