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商品詳細

Name: Building and Using Dynamic Interest Rate Models.
Author: Kortanek, Ken O. / Medvedev, V. G.
ISBN: 978-0-471-49595-6

Building and Using Dynamic Interest Rate Models.

・ISBN 978-0-471-49595-6 cloth with CD-ROM

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著者・編者	Kortanek, Ken O. / Medvedev, V. G.,
シリーズ	Wiley Finance Series
出版社	(Wiley, UK)
出版年月	2001
ページ数	215 pp.
言語	ENG
ニュース番号	＜479-705＞

解説

This book offers a new approach to interest rate and modeling term structure by using models based on optimization of dynamical systems, rather than the traditional stochastic differential equation models. The authors use dynamic models to estimate the term structure of interest rates and show the reader how to build their own numerical simulations. It includes software that will enable readers to simulate the various models covered in the book.