How Long to Read Interest-Rate Option Models

How Long Does it Take to Read Interest-Rate Option Models?

It takes the average reader 8 hours and 43 minutes to read Interest-Rate Option Models by Riccardo Rebonato

Assuming a reading speed of 250 words per minute. Learn more

Description

"Overall this book provides an excellent summary of the state of knowledge of term structure modelling. It combines a solid academic background with the practical experience of someone who works in the financial sector." Alan White and John Hull, A-J Financial Systems, Canada The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuses the assessment of various models presented in the first edition, in light of the new developments of modelling imperfect correlation between financial quantities. It also presents a substantial new chapter devoted to this revolutionary modelling method. In this second edition, readers will also find important new data dealing with the securities markets and the probabilistic/stochastic calculus tools. Other changes include: a new chapter on the issues arising in the pricing of several classes of exotic interest-rate instruments; and insights from the BDT and the Brennan and Schwartz approaches which can be combined into a new class of "generalised models". Further details can be found on the links between mean-reversion and calibration for important classes of models.

How long is Interest-Rate Option Models?

Interest-Rate Option Models by Riccardo Rebonato is 521 pages long, and a total of 130,771 words.

This makes it 176% the length of the average book. It also has 160% more words than the average book.

How Long Does it Take to Read Interest-Rate Option Models Aloud?

The average oral reading speed is 183 words per minute. This means it takes 11 hours and 54 minutes to read Interest-Rate Option Models aloud.

What Reading Level is Interest-Rate Option Models?

Interest-Rate Option Models is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Interest-Rate Option Models?

Interest-Rate Option Models by Riccardo Rebonato is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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