Interest Rate Modeling: Theory and Practice

By: Wu, Lixin

Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of this book portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and computation.

• Format: Hardcover
• Language: English
• ISBN: 1032483555
• ISBN13: 9781032483559
• Release Date: August 2024
• Publisher: CRC Press
• Length: 425 Pages
• Weight: 1.73 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"