Interest Rate Models
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Language: en
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Type: BOOK - Published: 2007-09-26 - Publisher: Springer Science & Business Media
The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, wit
Language: en
Pages: 236
Pages: 236
Type: BOOK - Published: 2007-05-22 - Publisher: Springer Science & Business Media
This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e
Language: en
Pages: 680
Pages: 680
Type: BOOK - Published: 2000-06-08 - Publisher: John Wiley & Sons
Back Cover ( this section should include endorsements also) As interest rate markets continue to innovate and expand it is becoming increasingly important to re
Language: en
Pages: 1154
Pages: 1154
Type: BOOK - Published: 2010 - Publisher:
"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
Language: en
Pages: 356
Pages: 356
Type: BOOK - Published: 2009-05-14 - Publisher: CRC Press
Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate