Interest Rate Modelling: Financial Engineering [1 ed.] 0471975230, 9780471975236

Interest Rate Derivatives: Fixed Income Trading Strategies

486 29 475KB Read more

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation 1137374659, 9781137374653

Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longe

318 4 2MB Read more

Modelling Fixed Income Securities and Interest Rate Options [Second edition] 0804744386, 9780804744386

This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of p

373 67 9KB Read more

Interest rate models [draft ed.]

383 53 421KB Read more

Interest Rate Modeling (Volumes 1, 2, 3)

Atlantic Financial Press – 2004, 1188 pages ISBN: 0984422102, 0984422110, 0984422129The book is organized into three vol

481 107 866KB Read more

Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options [2 Sub ed.] 0471979589, 9780471979586

The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extrem

386 97 5MB Read more

Failure Rate Modelling for Reliability and Risk (Springer Series in Reliability Engineering) 1848009852, 9781848009851

“Failure Rate Modeling for Reliability and Risk” focuses on reliability theory, and to the failure rate (hazard rate, fo

111 86 4MB Read more

Understanding and Managing Interest Rate Risks [1] 9810227515

Understanding and Managing Interest Rate Risks

120 81 30MB Read more

Interest Rate Modeling For Risk Management [2nd ed.] 1681086891, 9781681086897

Interest Rate Modeling for Risk Management presents an economic model which can be used to compare interest rate and per

417 120 3MB Read more

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice [1st ed] 3540261915, 9783540261919, 9783540285120

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historica

375 20 4MB Read more