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

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

372 67 9KB Read more

Modeling Fixed-Income Securities and Interest Rate Options: Second Edition 9781503619982

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

122 74 38MB 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

415 120 3MB 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

The valuation of interest rate derivative securities [1 ed.] 0415137276, 9780415137270, 9780203982778

The increased volatility of interest rates during recent years and the corresponding introduction of a variety of intere

335 6 313KB Read more

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

492 43 2MB Read more

Interest rate models [draft ed.]

383 53 421KB Read more

Interest Rate Models - Theory and Practice [2nd ed.] 3540221492, 9783540221494, 9783540346043

The 2nd edition of this sucessful book has several new features. The calibration discussion of the basic LIBOR market mo

435 104 8MB Read more

Options, Futures, And Other Derivative Securities [5 ed.]

456 110 40MB Read more