Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)
Language: en
Pages: 373
Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2021-09-02 - Publisher: World Scientific

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This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concep
Modeling Fixed-Income Securities and Interest Rate Options
Language: en
Pages: 376
Authors: Robert A. Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2002 - Publisher: Stanford University Press

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This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model -
Fixed-Income Securities
Language: en
Pages: 0
Authors: Lionel Martellini
Categories: Business & Economics
Type: BOOK - Published: 2001-02-08 - Publisher: Wiley

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Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods forpricing and hedging fixed-income secu
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
Modeling Fixed Income Securities and Interest Rate Options
Language: en
Pages: 385
Authors: Robert Jarrow
Categories: Mathematics
Type: BOOK - Published: 2019-09-17 - Publisher: CRC Press

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Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts