Interest Rate Modelling: Financial Engineering
Author: Jessica James, Nick Webber
List Price: $115.00
Our Price: Click to see the latest and low price
ISBN: 0471975230
Publisher: John Wiley & Sons (15 January, 2000)
Sales Rank: 33,018
Average Customer Rating: 4.86 out of 5
Customer Reviews
Rating: 5 out of 5
Best Book on Interest Rate Models in the Global Markets
This is the most comprehensive coverage of interest rate models available anywhere in the global markets. If you already have a model, read this book to examine options for additional improvements. If you are developing a model, buy this book for the best state-of-the-art guidance available.Jessica James's writing is always clear and accessible, and her Ph.D. in physics lends unparalleled quantitative expertise to the state-of-the art analysis of models and their applications.
Rating: 5 out of 5
A real must !
As a math grad student who is interested in the term structure modelling, I found that this book is really useful! It just tells you everything about interest rate modelling,not just for the no-arbitrage modelling issue, they even have a chapter about the macroeconomic foundation for interest rate fluctuation! The math used in this book is very concise without too much measure theory twaddle,Everyone who works in this field should have a copy. It's a real must!
Rating: 5 out of 5
Best Book on Interest Rate Models in the Global Markets
This is the most comprehensive coverage of interest rate models available anywhere in the global markets. If you already have a model, read this book to examine options for additional improvements. If you are developing a model, buy this book for the best state-of-the-art guidance available.Jessica James's writing is always clear and accessible, and her Ph.D. in physics lends unparalleled quantitative expertise to the state-of-the art analysis of models and their applications.
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