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Books Books 1 - 10 of about 45 related to Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit.   

Interest Rate Modeling: Theory and Practice

Lixin Wu - Mathematics - 2009 - 354 pages
Containing many results that are new or exist only in recent research articles, Interest Rate Modeling: Theory and Practice portrays the theory of interest rate modeling as a ...
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Interest Rate Models: An Introduction, Volume 10

Andrew J. G. Cairns - Business & Economics - 2004 - 274 pages
Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical ...
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Martingale Methods in Financial Modelling

Marek Musiela, Marek Rutkowski - Business & Economics - 2006 - 638 pages
A new edition of a successful, well-established book that provides the reader with a text focused on practical rather than theoretical aspects of financial modelling Includes a ...
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Modelling, Pricing, and Hedging Counterparty Credit Exposure: A Technical Guide

Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipovic, Gordon Lee, Ion Manda - Business & Economics - 2009 - 254 pages
It was the end of 2005 when our employer, a major European Investment Bank, gave our team the mandate to compute in an accurate way the counterparty credit exposure arising ...
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Mathematics of Financial Markets

Robert J Elliott, P. Ekkehard Kopp - Mathematics - 2006 - 354 pages
This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition ...
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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

Riccardo Rebonato - Business & Economics - 2002 - 467 pages
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always ...
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Quantitative Modeling of Derivative Securities: From Theory To Practice

Marco Avellaneda, Peter Laurence - Mathematics - 1999 - 336 pages
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis ...
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