1
by McInerney, Daragh, Zastawniak, Tomasz
Published 2015
Cambridge University Press
Subjects: ...Interest rates / Mathematical models...

2
by Ninet, Jacques
Published 2020
Emerald Publishing Limited
Subjects: ...Interest rates...

3
by Zagst, Rudi
Published 2002
Springer Berlin Heidelberg
Table of Contents: ... Financial Markets -- II Modelling and Pricing in Interest-Rate Markets -- 4 Interest-Rate Markets -- 5...

4
by Jha, Siddhartha
Published 2011
Wiley
Table of Contents: ...Interest Rate Markets; Contents; Acknowledgments; Introduction; CHAPTER 1 Tools of the Trade...

5
by Bouziane, Markus
Published 2008
Springer Berlin Heidelberg
Table of Contents: ...A General Multi-Factor Model of the Term Structure of Interest Rates and the Principles...

6
by Sadr, Amir
Published 2009
Wiley
Table of Contents: ...Interest Rate Swaps and their Derivatives: A Practitioner's Guide; Contents; Preface; "RATES...

7
by Macrae, Victor
Published 2015
Pearson Education
Table of Contents: ... derivatives blunders -- Understanding the firm's exposure to interest rate risk -- Four sources of exposure...

8
by Baaquie, B. E.
Published 2010
Cambridge University Press
Table of Contents: ...Interest rates and coupon bonds -- Options and option theory -- Interest rate and coupon bond...

9
by Britten-Jones, Mark
Published 1998
Butterworth-Heinemann
Table of Contents: ..., T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate...

10
by Blanchard, Olivier
Published 2023
The MIT Press
Subjects: ...Interest rates...

11
by Kraft, Holger
Published 2004
Springer Berlin Heidelberg
Table of Contents: ... Control -- 2 Optimal Portfolios with Stochastic Interest Rates -- 2.1 Introduction -- 2.2 Ho-Lee...

12
by Chen, Lin
Published 1996
Springer Berlin Heidelberg
Table of Contents: ...1 A Three-Factor Model of the Term Structure of Interest Rates -- 1.1 Introduction -- 1.2 The Model...

13
by Pavlova, Elena
Published 2012
Lang, Peter, GmbH, Internationaler Verlag der Wissenschaften
Table of Contents: .... Interest-rate rule specifications 67; 4. Determinacy analysis 68; 4.1. Calibration 69; 4.2. Determinacy...

14
by Fouque, Jean-Pierre
Published 2011
Cambridge University Press
...Multiscale Stochastic Volatility for Equity, Interest Rate, & Credit Derivatives...

15
by Capiński, Marek, Kopp, P. E.
Published 2012
Cambridge University Press
Table of Contents: ...-step general models -- 5. American options -- 6. Modelling bonds and interest rates...

17
by Dalla, Ismail
Published 1995
World Bank
Subjects: ...Interest rates / Korea(South)...

18
by Twomey, Brian
Published 2012
J. Wiley & Sons
Table of Contents: ...: Exchange Rates and Trade Weight Indices; Chapter 4: Short-Term Interest Rates and Money Market Instruments...

20
by Smith, Donald J.
Published 2014
Wiley
Table of Contents: ... Portfolio Statistics; Conclusion; CHAPTER 10 Bond Strategies; Acting on a Rate View; An Interest Rate Swap...