Related Books

Interest Rate Models - Theory and Practice
Language: en
Pages: 1016
Authors: Damiano Brigo
Categories: Mathematics
Type: BOOK - Published: 2007-09-26 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Language: en
Pages: 236
Authors: René Carmona
Categories: Mathematics
Type: BOOK - Published: 2007-05-22 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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
Interest Rate Modelling
Language: en
Pages: 680
Authors: Jessica James
Categories: Business & Economics
Type: BOOK - Published: 2000-06-08 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Back Cover ( this section should include endorsements also) As interest rate markets continue to innovate and expand it is becoming increasingly important to re
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
Interest Rate Modeling
Language: en
Pages: 356
Authors: Lixin Wu
Categories: Business & Economics
Type: BOOK - Published: 2009-05-14 - Publisher: CRC Press

DOWNLOAD EBOOK

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