This book offers a new approach to interest rate and modeling term structure by usingmodels based on optimization of dynamical systems, rather than the traditional stochastic differential equation models. The authors use dynamic models to estimate the term structure of interest rates and show the reader how to build their own numericalsimulations. It includes software that will enable readers to simulate the various models covered in the book.
| ISBN-13: | 9780471495956 |
| ISBN-10: | 0471495956 |
| Publisher: | Wiley |
| Publication date: | 2001-11-12 |
| Edition description: | 1 |
| Pages: | 240 |
| Product dimensions: | Height: 9.72439 Inches, Length: 6.92912 Inches, Weight: 1.24781640292 Pounds, Width: 0.842518 Inches |
| Author: | Ken O. Kortanek, Vladimir G. Medvedev |
| Language: | en |
| Binding: | Hardcover |
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