Modeling the Term Structure of Interest Rates

Modeling the Term Structure of Interest Rates
Author :
Publisher : Now Publishers Inc
Total Pages : 171
Release :
ISBN-10 : 9781601983725
ISBN-13 : 1601983727
Rating : 4/5 (727 Downloads)

Book Synopsis Modeling the Term Structure of Interest Rates by : Rajna Gibson

Download or read book Modeling the Term Structure of Interest Rates written by Rajna Gibson and published by Now Publishers Inc. This book was released on 2010 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.


Modeling the Term Structure of Interest Rates Related Books

Term-Structure Models
Language: en
Pages: 259
Authors: Damir Filipovic
Categories: Mathematics
Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media

GET EBOOK

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure m
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

GET EBOOK

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: an Infinite Dimensional Stochastic Analysis Perspective
Language: en
Pages: 236
Authors: René Carmona
Categories: Mathematics
Type: BOOK - Published: 2007-05-22 - Publisher: Springer Science & Business Media

GET EBOOK

This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution e
Interest Rate Modeling
Language: en
Pages: 1154
Authors: Leif B. G. Andersen
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK

"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is
The Term Structure of Interest Rates
Language: en
Pages: 96
Authors: David Meiselman
Categories: Business & Economics
Type: BOOK - Published: 1962 - Publisher:

GET EBOOK