{"product_id":"interest-rate-modelling-9781403934703","title":"Interest Rate Modelling","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eGrowth in the derivatives market has brought with it a greater volume and range of interest rate dependent products. A study of the evolution of interest rate modelling theory places these models in the correct mathematical context, allowing appreciation of their key assumptions, concepts and implications.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eIntroduction The Vasicek Model The Cox, Ingersoll and Ross Model The Brennan and Schwartz Model Longstaff® and Schwartz: A Two-Factor Equilibrium Model Langetieg's Multi Factor Equilibrium Framework The Ball and Torous Model The Hull and White Model The Black, Derman and Toy One-Factor Interest Rate Model The Black and Karasinski Model The Ho and Lee Model The Heath, Jarrow and Morton Model Brace, Gatarek and Musiela Model Calibration of the Hull White - Extended Vasicek Approach Calibration of the Black, Derman and Toy Discrete Time Model Calibration of the Heath, Jarrow and Jorton Framework Conclusion Bibliography","brand":"Palgrave USA","offers":[{"title":"Default Title","offer_id":51019783602519,"sku":"9781403934703","price":213.75,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781403934703.jpg?v=1750781256","url":"https:\/\/bookcurl.com\/products\/interest-rate-modelling-9781403934703","provider":"Book Curl","version":"1.0","type":"link"}