Stochastic Interest Rates
Author:   Daragh McInerney (AGH University of Science and Technology, Krakow) ,  Tomasz Zastawniak (University of York)
Publisher:   Cambridge University Press
ISBN:  

9781107002579


Pages:   172
Publication Date:   13 August 2015
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Stochastic Interest Rates


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Author:   Daragh McInerney (AGH University of Science and Technology, Krakow) ,  Tomasz Zastawniak (University of York)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press
Dimensions:   Width: 15.40cm , Height: 1.30cm , Length: 23.60cm
Weight:   0.400kg
ISBN:  

9781107002579


ISBN 10:   1107002575
Pages:   172
Publication Date:   13 August 2015
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Tertiary & Higher Education
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Daragh McInerney is a Director at the Valuation Modelling and Methodologies Group at UBS and a researcher in mathematical finance at AGH University of Science and Technology in Krakow, Poland. He holds a PhD in Applied Mathematics from the University of Oxford and has worked since 2001 as a quantitative analyst in both investment banking and fund management. Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about 50 research publications and six books. He has supervised four PhD dissertations and around 80 MSc dissertations in mathematical finance.

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