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Modeling the Term Structure of Interest Rates
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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
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Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media

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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 Modeling
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"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 Models: an Infinite Dimensional Stochastic Analysis Perspective
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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
The Term Structure of Interest Rates
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