Interest rate modeling : theory and practice

Lixin Wu, Hong Kong University of Science and Technology

"Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation. It introduces all models with financial-economical justifications, develops options along the martingale approach, and handles option evaluations with precise numerical methods"--

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Year of publication:	2025 ; Third edition
Authors:	Wu, Lixin
Publisher:	Boca Raton : CRC Press
Subject:	Zins \| Interest rate \| Stochastischer Prozess \| Stochastic process \| Modellierung \| Scientific modelling \| Kapitaleinkommen \| Capital income \| Anleihe \| Bond \| Kapitalmarkttheorie \| Financial economics \| Theorie \| Theory

Extent:	1 Online-Ressource (xxiii, 411 Seiten) 1 Porträt, Diagramme
Series:	Chapman and Hall/CRC financial mathematics series A Chapman & Hall book
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index
ISBN:	978-1-003-38910-1 ; 978-1-032-48355-9 ; 978-1-032-48444-0
Other identifiers:	10.1201/9781003389101 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015186492