Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) 9781137374677, 9781137374653, 1137374659

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

Applied quantitative finance

447 10 2MB Read more

Applied quantitative finance

444 61 4MB 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

Applied Quantitative Finance (Statistics and Computing) 9783662544860, 9783662544853, 3662544865

98 60 7MB Read more

The Exchange Rate in a Behavioral Finance Framework 9780691186993, 978069112163X, 069112163X

This book provides an alternative view of the workings of foreign exchange markets. The authors' modeling appr

139 100 34MB 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

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

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice [2 ed.] 3642126618, 9783642126611

After the ?rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never

120 27 9MB Read more

Applied Quantitative Finance [1 ed.] 3540434607, 9783540434603

Applied Quantitative Finance presents solutions, theoretical developments and method proliferation for many practical pr

391 38 4MB Read more