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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)


M.R. Tehranchi, Rene A. Carmona


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This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate m...more info

eBook
Interest-rate option models

Interest-rate option models


Riccardo Rebonato


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"Overall this book provides an excellent summary of the state of knowledge of term structure modelling. It combines a solid academ...more info

eBook
Interest rate models

Interest rate models


Damiano Brigo, Fabio Mercurio


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Interest rate models...more info

eBook
Interest Rate Models - Theory and Practice

Interest Rate Models - Theory and Practice


Damiano Brigo, Fabio Mercurio


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The 2nd edition of this sucessful book has several new features. The calibration discussion of the basic LIBOR market model has be...more info

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Consistency Problems for Heath-Jarrow-Morton Interest Rate Models

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models


Damir Filipovic


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Research monograph providing appropriate consistency conditions for and examples of blended models for the term structure of inter...more info

eBook
Interest Rate Modeling. Volume 2: Term Structure Models

Interest Rate Modeling. Volume 2: Term Structure Models


Leif B.G. Andersen, Vladimir V. Piterbarg


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Review In the seventies, Arbitrage Pricing Theory (APT) was invented for equity derivatives. Now the arena of interest ra...more info

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Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds

Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds


Arjan Bastiaan Berkelaar, Joachim Coche, Ken Nyholm


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About the Author ARJAN BASTIAAN BERKELAAR is principal investment officer and heads multi-asset class investment strategi...more info

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Interest Rate Modelling

Interest Rate Modelling


Simona Svoboda


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Interest Rate Modelling...more info

eBook
Pricing Interest-Rate Derivatives

Pricing Interest-Rate Derivatives


Markus Bouziane


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Pricing Interest-Rate Derivatives...more info

eBook
Interest Rate Risk Management (CIMA Research)

Interest Rate Risk Management (CIMA Research)


Helliar


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From the Back Cover Interest Rate Risk Management is for all finance and management professionals whose work involves man...more info

eBook
The valuation of interest rate derivative securities

The valuation of interest rate derivative securities


Jeroen F. J. De Munnik


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The valuation of interest rate derivative securities...more info

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Efficient Methods for Valuing Interest Rate Derivatives

Efficient Methods for Valuing Interest Rate Derivatives


Antoon Pelsser


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Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managi...more info

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Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options

Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options


Riccardo Rebonato


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Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options...more info

eBook
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach


Markus Bouziane


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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach...more info

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Modelling Fixed Income Securities and Interest Rate Options

Modelling Fixed Income Securities and Interest Rate Options


Robert Jarrow


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This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisit...more info

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Keynes's General Theory, the Rate of Interest and 'Keynesian' Economics

Keynes's General Theory, the Rate of Interest and 'Keynesian' Economics


Geoff Tily


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Keynes's General Theory, the Rate of Interest and 'Keynesian' Economics...more info

eBook
Interest Rate Modelling: Financial Engineering

Interest Rate Modelling: Financial Engineering


Jessica James, Nick Webber


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Review "Interest Rate Modelling is an encyclopedic treatment of interest rates and their related financial derivatives. I...more info

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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond


Riccardo Rebonato


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Review Rebonato's writing style is probably the most elegant I have ever seen in a quantitative finance book. His ideas a...more info

eBook
Fixed Income and Interest Rate Derivative Analysis

Fixed Income and Interest Rate Derivative Analysis



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From the Publisher Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analyt...more info

eBook
Keynes Betrayed: The General Theory, the Rate of Interest and 'Keynesian' Economics

Keynes Betrayed: The General Theory, the Rate of Interest and 'Keynesian' Economics


Geoff Tily


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Review '…such an important book…not merely another book on the history of Keynes's monetary thought. It pro...more info

eBook
Interest rate risk modeling

Interest rate risk modeling


Gloria M. Soto, Natalia K. Beliaeva, Sanjay K. Nawalkha


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Interest rate risk modeling...more info

eBook
Interest Rate Modeling. Volume 3: Products and Risk Management

Interest Rate Modeling. Volume 3: Products and Risk Management


Leif B.G. Andersen, Vladimir V. Piterbarg


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Review Andersen and Piterbarg have written a Landau and Lifschitz of fixed income analytics. --Alexander Lipton-Lifschit...more info

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Infinite dimensional Lie algebras

Infinite dimensional Lie algebras


Kac V.G.


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Review 'A clear account of Kac-Moody algebras by one of the founders ... Eminently suitable as an introduction ... with a...more info

eBook
Infinite-Dimensional Systems

Infinite-Dimensional Systems



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Infinite-Dimensional Systems...more info

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