Interest-rate Option Models

Interest-rate Option Models
Author: Riccardo Rebonato
Publisher:
Total Pages: 521
Release: 1998
Genre: Interest rate futures
ISBN:

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Interest-rate Option Models
Language: en
Pages: 521
Authors: Riccardo Rebonato
Categories: Interest rate futures
Type: BOOK - Published: 1998 - Publisher:

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

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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 Risk Modeling
Language: en
Pages: 429
Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2005-05-31 - Publisher: John Wiley & Sons

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The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definit
Modern Pricing of Interest-Rate Derivatives
Language: en
Pages: 486
Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2012-01-16 - Publisher: Princeton University Press

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In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have n
Modeling Fixed Income Securities and Interest Rate Options
Language: en
Pages: 0
Authors: Robert Jarrow
Categories:
Type: BOOK - Published: 2023-01-09 - Publisher: CRC Press

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Modeling Fixed Income Securities and Interest Rate Options offers several new updates. The new edition of the classic textbook presents the basics of fixed-inco