Related Books

Interest Rate Modeling: Post-Crisis Challenges and Approaches
Language: en
Pages: 151
Authors: Zorana Grbac
Categories: Mathematics
Type: BOOK - Published: 2015-12-26 - Publisher: Springer

DOWNLOAD EBOOK

Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest ra
Interest Rate Modelling After the Financial Crisis
Language: en
Pages: 0
Authors: Marco Bianchetti
Categories: Derivative securities
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

As interest rate markets continue to innovate and expand in this new landscape, it is becoming increasingly important to remain up-to-date with the latest pract
Interest Rate Modeling
Language: en
Pages: 494
Authors: Lixin Wu
Categories: Mathematics
Type: BOOK - Published: 2019-03-04 - Publisher: CRC Press

DOWNLOAD EBOOK

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd Edition portrays the the
Interest Rate Modeling
Language: en
Pages: 1154
Authors: Leif B. G. Andersen
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is
New Methods in Fixed Income Modeling
Language: en
Pages: 298
Authors: Mehdi Mili
Categories: Business & Economics
Type: BOOK - Published: 2018-08-18 - Publisher: Springer

DOWNLOAD EBOOK

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric deve