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

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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

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 Modeling (Volumes 1, 2, 3)

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

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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

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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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Interest rate models [draft ed.]

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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

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

456 110 40MB Read more