By Frank Skinner
To expand its allure, this ebook lowers the limitations to studying through maintaining math to a minimal and through illustrating options via targeted numerical examples utilizing Excel workbooks/spreadsheets on a CD with the ebook. at the accompanying CD with the ebook, 3 rate of interest versions are illustrated: Ho and Lee, consistent volatility and Black Derman and Toy, in addition to evolutionary types, Vasicek and CIR and credits hazard versions, Jarrow and Turnbull and Duffie and Singleton. those are carried out through spreadsheets at the CD.
* begins at an introductory point after which develops complex subject matters
* offers lots of numerical examples instead of mathematical equations to assist complete realizing of the strengths and weaknesses of all rate of interest by-product models
* can be utilized for self-study - an entire ebook at the subject, inclusive of examples with answers
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