Modeling the Term Structure of Interest Rates

Modeling the Term Structure of Interest Rates
Author :
Publisher : Now Publishers Inc
Total Pages : 171
Release :
ISBN-10 : 9781601983725
ISBN-13 : 1601983727
Rating : 4/5 (25 Downloads)

Book Synopsis Modeling the Term Structure of Interest Rates by : Rajna Gibson

Download or read book Modeling the Term Structure of Interest Rates written by Rajna Gibson and published by Now Publishers Inc. This book was released on 2010 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.


Modeling the Term Structure of Interest Rates Related Books

Modeling the Term Structure of Interest Rates
Language: en
Pages: 171
Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

DOWNLOAD EBOOK

Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Term-Structure Models
Language: en
Pages: 259
Authors: Damir Filipovic
Categories: Mathematics
Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure m
Interest Rate, Term Structure, and Valuation Modeling
Language: en
Pages: 530
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2002-11-29 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securi
Building and Using Dynamic Interest Rate Models
Language: en
Pages: 248
Authors: Ken O. Kortanek
Categories: Business & Economics
Type: BOOK - Published: 2001-11-28 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book offers a new approach to interest rate and modeling term structure by using models based on optimization of dynamical systems, rather than the traditi
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