Modern Interest Rate Markets and Models

Modern Interest Rate Markets and Models
Author: Marco Bianchetti
Publisher:
Total Pages: 384
Release: 2015-04-01
Genre: Business & Economics
ISBN: 9781118442012

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Modern Interest Rate Markets and Models
Language: en
Pages: 384
Authors: Marco Bianchetti
Categories: Business & Economics
Type: BOOK - Published: 2015-04-01 - Publisher:

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Modern Pricing of Interest-Rate Derivatives
Language: en
Pages: 485
Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2002-11-24 - 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
Interest Rate Markets
Language: en
Pages: 373
Authors: Siddhartha Jha
Categories: Business & Economics
Type: BOOK - Published: 2011-03-28 - Publisher: John Wiley & Sons

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How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. T
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

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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
Interest Rate Models Theory and Practice
Language: en
Pages: 544
Authors: Damiano Brigo
Categories: Mathematics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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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