Building and using dynamic interest rate models

building and using dynamic interest rate models

  • By:Ken O. Kortanek
  • ISBN:UOM:39015053114297
  • Publication Type: John Wiley & Sons Incorporated
  • Category: Finance & Accounting
  • Condition:Like New
  • No Of Pages:215
  • Specification:Hb
  • Release Date:
  • Price:Rs 549.00
  • Price
  • Rs549.00



This book offers a new approach to interest rate and modeling term structure by using models based on optimization of dynamical systems, rather than the traditional stochastic differential equation models.

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