Stochastic Interest Rates - Couverture souple

Mcinerney, Daragh

Couverture souple

ISBN 10 : 0521175690 ISBN 13 : 9780521175692

Editeur : Cambridge University Press, 2015

Synopsis

Designed for Master's students, this practical text strikes the right balance between mathematical rigour and real-world application.

A propos du livre

À propos des auteurs

Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the University of Oxford and has worked since 2001 as a quantitative analyst in both investment banking and fund management.

Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about 50 research publications and six books. He has supervised four PhD dissertations and around 80 MSc dissertations in mathematical finance.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 0521175690
• ISBN 13: 9780521175692
• Reliure: Broché
• Nombre de pages: 170
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France