Dynamic term structure modeling: the fixed income valuation course

Dynamic Term Structure Modeling: The Fix

📁 Dynamic Term Structure Modeling: The Fixed Income Valuation Course & CD-ROM (Wiley Finance)

✍ Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva 📂 Library 📅 2007 🏛 Wiley 🌐 English

Great! You have to buy this book to believe what is in it. This book has the only demonstration of CIR tree that is 100% correct and does not use any ad-hoc tricks as used by other authors like John Hull, Peter Ritchken, and Brigo-Mercurio, who do not allow the short rate to hit the zero boundary.

Interest Rate Risk Modeling : The Fixed

📁 Interest Rate Risk Modeling : The Fixed Income Valuation Course

✍ Sanjay K. Nawalkha, Gloria M. Soto, Natalia K. Beliaeva 📂 Library 📅 2005 🏛 Wiley 🌐 English

This is an interesting reading on interest rate risk by giving the basic insight to the real problem, introductory.

Interest rate, term structure, and valua

📁 Interest rate, term structure, and valuation modeling

✍ Frank J. Fabozzi, Frank J. Fabozzi CFA 📂 Library 📅 2002 🏛 Wiley 🌐 English

Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services. This accessible guide discusses important valuation

Interest Rate, Term Structure, and Valua

📁 Interest Rate, Term Structure, and Valuation Modeling

✍ Frank J. Fabozzi 📂 Library 📅 2002 🌐 English

This ultimate guide contains an excellent blend of theory and practiceThis comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valu

Term-Structure Models: A Graduate Course

📁 Term-Structure Models: A Graduate Course

✍ Damir Filipovic (auth.) 📂 Library 📅 2009 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in con

Term-Structure Models: A Graduate Course

📁 Term-Structure Models: A Graduate Course

✍ Damir Filipovic (auth.) 📂 Library 📅 2009 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in con