Interest Rate Modeling (Volumes 1, 2, 3)

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

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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

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Interest-rate option models [2 Sub ed.] 0471979589, 9780471979586

Overall this book provides an excellent summary of the state of knowledge of term structure modelling. It combines a sol

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Interest Rate Derivatives: Fixed Income Trading Strategies

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Understanding and Managing Interest Rate Risks [1] 9810227515

Understanding and Managing Interest Rate Risks

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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

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Interest rate models [draft ed.]

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Interest Rate Risk Modeling : The Fixed Income Valuation Course 0471427241, 9786468600, 3175723993

This is an interesting reading on interest rate risk by giving the basic insight to the real problem, introductory.

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Modeling fixed-income securities and interest rate options [2nd ed] 0804744386, 9780804744386

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

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Interest rate, term structure, and valuation modeling [1st ed.] 0471220949, 9780471220947, 9780471446989

Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews t

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