Stochastic interest rates:
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical e...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2015
|
| Series: | Mastering mathematical finance
|
| Subjects: | |
| Online Access: | BSB01 FHN01 Volltext |
| Summary: | This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results |
| Item Description: | Title from publisher's bibliographic system (viewed on 08 Oct 2015) |
| Physical Description: | 1 online resource (x, 160 pages) |
| ISBN: | 9781139035033 |
| DOI: | 10.1017/CBO9781139035033 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043940298 | ||
| 003 | DE-604 | ||
| 005 | 20231213 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161206s2015 |||| o||u| ||||||eng d | ||
| 020 | |a 9781139035033 |c Online |9 978-1-139-03503-3 | ||
| 024 | 7 | |a 10.1017/CBO9781139035033 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9781139035033 | ||
| 035 | |a (OCoLC)992895077 | ||
| 035 | |a (DE-599)BVBBV043940298 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-92 | ||
| 082 | 0 | |a 332.1/13 |2 23 | |
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a McInerney, Daragh |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Stochastic interest rates |c Daragh McInerney, Tomasz Zastawniak |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2015 | |
| 300 | |a 1 online resource (x, 160 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Mastering mathematical finance | |
| 500 | |a Title from publisher's bibliographic system (viewed on 08 Oct 2015) | ||
| 520 | |a This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Interest rates / Mathematical models | |
| 650 | 4 | |a Stochastic analysis | |
| 650 | 0 | 7 | |a Zins |0 (DE-588)4067845-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zins |0 (DE-588)4067845-3 |D s |
| 689 | 0 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Zastawniak, Tomasz |d 1959- |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-17569-2 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-1-107-00257-9 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9781139035033 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029349268 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9781139035033 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9781139035033 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO_Kauf |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1804176880665886720 |
|---|---|
| any_adam_object | |
| author | McInerney, Daragh |
| author_facet | McInerney, Daragh |
| author_role | aut |
| author_sort | McInerney, Daragh |
| author_variant | d m dm |
| building | Verbundindex |
| bvnumber | BV043940298 |
| classification_rvk | QP 890 SK 980 |
| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9781139035033 (OCoLC)992895077 (DE-599)BVBBV043940298 |
| dewey-full | 332.1/13 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1/13 |
| dewey-search | 332.1/13 |
| dewey-sort | 3332.1 213 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781139035033 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02990nmm a2200541zc 4500</leader><controlfield tag="001">BV043940298</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20231213 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161206s2015 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781139035033</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-139-03503-3</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9781139035033</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9781139035033</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)992895077</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043940298</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.1/13</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">McInerney, Daragh</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic interest rates</subfield><subfield code="c">Daragh McInerney, Tomasz Zastawniak</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (x, 160 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Mastering mathematical finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 08 Oct 2015)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Interest rates / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zins</subfield><subfield code="0">(DE-588)4067845-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zins</subfield><subfield code="0">(DE-588)4067845-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zastawniak, Tomasz</subfield><subfield code="d">1959-</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-17569-2</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-1-107-00257-9</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9781139035033</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029349268</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781139035033</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781139035033</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO_Kauf</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043940298 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:13Z |
| institution | BVB |
| isbn | 9781139035033 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349268 |
| oclc_num | 992895077 |
| open_access_boolean | |
| owner | DE-12 DE-92 |
| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (x, 160 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO_Kauf |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Mastering mathematical finance |
| spelling | McInerney, Daragh Verfasser aut Stochastic interest rates Daragh McInerney, Tomasz Zastawniak Cambridge Cambridge University Press 2015 1 online resource (x, 160 pages) txt rdacontent c rdamedia cr rdacarrier Mastering mathematical finance Title from publisher's bibliographic system (viewed on 08 Oct 2015) This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results Mathematisches Modell Interest rates / Mathematical models Stochastic analysis Zins (DE-588)4067845-3 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Zins (DE-588)4067845-3 s Stochastisches Modell (DE-588)4057633-4 s 1\p DE-604 Zastawniak, Tomasz 1959- Sonstige oth Erscheint auch als Druckausgabe 978-0-521-17569-2 Erscheint auch als Druckausgabe 978-1-107-00257-9 https://doi.org/10.1017/CBO9781139035033 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | McInerney, Daragh Stochastic interest rates Mathematisches Modell Interest rates / Mathematical models Stochastic analysis Zins (DE-588)4067845-3 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4067845-3 (DE-588)4057633-4 |
| title | Stochastic interest rates |
| title_auth | Stochastic interest rates |
| title_exact_search | Stochastic interest rates |
| title_full | Stochastic interest rates Daragh McInerney, Tomasz Zastawniak |
| title_fullStr | Stochastic interest rates Daragh McInerney, Tomasz Zastawniak |
| title_full_unstemmed | Stochastic interest rates Daragh McInerney, Tomasz Zastawniak |
| title_short | Stochastic interest rates |
| title_sort | stochastic interest rates |
| topic | Mathematisches Modell Interest rates / Mathematical models Stochastic analysis Zins (DE-588)4067845-3 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Mathematisches Modell Interest rates / Mathematical models Stochastic analysis Zins Stochastisches Modell |
| url | https://doi.org/10.1017/CBO9781139035033 |
| work_keys_str_mv | AT mcinerneydaragh stochasticinterestrates AT zastawniaktomasz stochasticinterestrates |