Interest Rate Modelling, Hardcover by Webber, Nick; James, Jessica, Like New ...

by Nick Webber, Jessica James

$123 · Offered by eBay

Interest Rate Modelling, Hardcover by Webber, Nick; James, Jessica, ISBN 0471975230, ISBN-13 9780471975236, Like New Used, Free shipping in the US Practitioner seminars by James, a physicist now working for a British bank, and a series of doctoral lectures by Webber (finance, Warwick Business School) formed the seed of the text for graduate courses and reference for practitioners. They lay out the main concepts in interest rate modelling and implementation to help readers understand and begin to implement virtually any model either for real applications or to use in research. Among their topics are advanced implementation and calibration methods, existing term structure models, theoretical underpinnings, and research issues. Much the information has only been available in academic or trade journals. Annotation c. Book News, Inc., Portland, OR ()

• Publisher: Wiley & Sons, Incorporated, John
• Year: 2000
• ISBN: 9780471975236
• Condition: Fine

Found via Rare Books Intel, a search across rare-book dealers, auction houses and marketplaces worldwide.