Efficient Methods for Valuing Interest Rate Derivatives [1st Edition.] 9781852333041, 1852333049

Efficient Methods for Valuing Interest Rate Derivatives [1st Edition.] 1852333049, 9781852333041

Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing

275 0 2MB Read more

Interest Rate Derivatives: Fixed Income Trading Strategies

486 29 475KB Read more

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis [2013 ed.] 3642349242, 9783642349249

The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a ti

370 52 2MB 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

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

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

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond [Course Book ed.] 9781400829323

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and pra

114 99 41MB Read more

Understanding and Managing Interest Rate Risks [1] 9810227515

Understanding and Managing Interest Rate Risks

120 81 30MB Read more

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

As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with

102 65 18MB Read more