Interest rate models: an introduction
Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.
Saved in:
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Princeton [u.a.]
Princeton Univ. Press
2004
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| Subjects: | |
| Summary: | Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration. |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XII, 274 S. Ill., graph. Darst. |
| ISBN: | 0691118930 0691118949 9780691118949 |
Staff View
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| 100 | 1 | |a Cairns, Andrew |e Verfasser |0 (DE-588)140845143 |4 aut | |
| 245 | 1 | 0 | |a Interest rate models |b an introduction |c Andrew J. G. Cairns |
| 264 | 1 | |a Princeton [u.a.] |b Princeton Univ. Press |c 2004 | |
| 300 | |a XII, 274 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
| 520 | 3 | |a Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration. | |
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| 650 | 7 | |a Rente |2 gtt | |
| 650 | 7 | |a Stochastische analyse |2 gtt | |
| 650 | 4 | |a Taux d'intérêt - Modèles mathématiques | |
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| 650 | 4 | |a Derivative securities |x Prices |x Mathematical models | |
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| any_adam_object | |
| author | Cairns, Andrew |
| author_GND | (DE-588)140845143 |
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| building | Verbundindex |
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| callnumber-first | H - Social Science |
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| callnumber-subject | HG - Finance |
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| ctrlnum | (OCoLC)248965068 (DE-599)BVBBV019614926 |
| dewey-full | 332.8/01/51 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.8/01/51 |
| dewey-search | 332.8/01/51 |
| dewey-sort | 3332.8 11 251 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV019614926 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:01:22Z |
| institution | BVB |
| isbn | 0691118930 0691118949 9780691118949 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-012944451 |
| oclc_num | 248965068 |
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| physical | XII, 274 S. Ill., graph. Darst. |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Princeton Univ. Press |
| record_format | marc |
| spelling | Cairns, Andrew Verfasser (DE-588)140845143 aut Interest rate models an introduction Andrew J. G. Cairns Princeton [u.a.] Princeton Univ. Press 2004 XII, 274 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration. Derivaten (financiën) gtt Effecten gtt Instruments dérivés (Finances) - Prix - Modèles mathématiques Obligaties gtt Rente gtt Stochastische analyse gtt Taux d'intérêt - Modèles mathématiques Taxa de juros larpcal Valeurs mobilières - Modèles mathématiques Wiskundige modellen gtt Mathematisches Modell Bonds Mathematical models Derivative securities Prices Mathematical models Interest rates Mathematical models Securities Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 gnd rswk-swf Zinsstrukturtheorie (DE-588)4117720-4 s Stochastisches Modell (DE-588)4057633-4 s DE-604 |
| spellingShingle | Cairns, Andrew Interest rate models an introduction Derivaten (financiën) gtt Effecten gtt Instruments dérivés (Finances) - Prix - Modèles mathématiques Obligaties gtt Rente gtt Stochastische analyse gtt Taux d'intérêt - Modèles mathématiques Taxa de juros larpcal Valeurs mobilières - Modèles mathématiques Wiskundige modellen gtt Mathematisches Modell Bonds Mathematical models Derivative securities Prices Mathematical models Interest rates Mathematical models Securities Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4117720-4 |
| title | Interest rate models an introduction |
| title_auth | Interest rate models an introduction |
| title_exact_search | Interest rate models an introduction |
| title_full | Interest rate models an introduction Andrew J. G. Cairns |
| title_fullStr | Interest rate models an introduction Andrew J. G. Cairns |
| title_full_unstemmed | Interest rate models an introduction Andrew J. G. Cairns |
| title_short | Interest rate models |
| title_sort | interest rate models an introduction |
| title_sub | an introduction |
| topic | Derivaten (financiën) gtt Effecten gtt Instruments dérivés (Finances) - Prix - Modèles mathématiques Obligaties gtt Rente gtt Stochastische analyse gtt Taux d'intérêt - Modèles mathématiques Taxa de juros larpcal Valeurs mobilières - Modèles mathématiques Wiskundige modellen gtt Mathematisches Modell Bonds Mathematical models Derivative securities Prices Mathematical models Interest rates Mathematical models Securities Mathematical models Stochastisches Modell (DE-588)4057633-4 gnd Zinsstrukturtheorie (DE-588)4117720-4 gnd |
| topic_facet | Derivaten (financiën) Effecten Instruments dérivés (Finances) - Prix - Modèles mathématiques Obligaties Rente Stochastische analyse Taux d'intérêt - Modèles mathématiques Taxa de juros Valeurs mobilières - Modèles mathématiques Wiskundige modellen Mathematisches Modell Bonds Mathematical models Derivative securities Prices Mathematical models Interest rates Mathematical models Securities Mathematical models Stochastisches Modell Zinsstrukturtheorie |
| work_keys_str_mv | AT cairnsandrew interestratemodelsanintroduction |