Hjm Model
Financial Derivatives Pricing: Selected Works of Robert Jarrow (repost) eBooks & eLearning
Posted by libr at Sept. 30, 2017
Financial Derivatives Pricing: Selected Works of Robert Jarrow by Robert A. Jarrow
English | 2008 | ISBN: 9812819207 | 608 pages | PDF | 25 MB
English | 2008 | ISBN: 9812819207 | 608 pages | PDF | 25 MB
Interest Rate Modeling: Theory and Practice (Repost) eBooks & eLearning
Posted by nebulae at Aug. 6, 2017
Lixin Wu, "Interest Rate Modeling: Theory and Practice"
2009 | ISBN-10: 1420090569 | 353 pages | PDF | 10 MB
2009 | ISBN-10: 1420090569 | 353 pages | PDF | 10 MB
The LIBOR Market Model in Practice (Repost) eBooks & eLearning
Posted by DZ123 at Aug. 29, 2018
Dariusz Gatarek, Przemyslaw Bachert, Robert Maksymiuk, "The LIBOR Market Model in Practice"
English | 2007 | ISBN: 0470014431 | PDF | pages: 290 | 1.8 mb
English | 2007 | ISBN: 0470014431 | PDF | pages: 290 | 1.8 mb
Interest Rate Dynamics, Derivatives Pricing, and Risk Management eBooks & eLearning
Posted by insetes at Nov. 23, 2024
Interest Rate Dynamics, Derivatives Pricing, and Risk Management By Lin Chen (auth.)
1996 | 152 Pages | ISBN: 3540608141 | PDF | 5 MB
1996 | 152 Pages | ISBN: 3540608141 | PDF | 5 MB
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis eBooks & eLearning
Posted by roxul at Sept. 6, 2019
Ingo Beyna, "Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis "
English | ISBN: 3642349242 | 2013 | 228 pages | EPUB, PDF | 3 MB + 3 MB
English | ISBN: 3642349242 | 2013 | 228 pages | EPUB, PDF | 3 MB + 3 MB
Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Repost) eBooks & eLearning
Posted by step778 at Dec. 4, 2018
Dieter Sondermann, "Introduction to Stochastic Calculus for Finance: A New Didactic Approach"
2006 | pages: 143 | ISBN: 3540348360 | PDF | 0,8 mb
2006 | pages: 143 | ISBN: 3540348360 | PDF | 0,8 mb
Modeling Derivatives in C++ eBooks & eLearning
Posted by AlenMiler at Feb. 3, 2019
Modeling Derivatives in C++ by Justin London
English | September 17, 2004 | ISBN: 0471654647 | 768 pages | PDF | 11 Mb
English | September 17, 2004 | ISBN: 0471654647 | 768 pages | PDF | 11 Mb
Modeling Derivatives in C++ [Repost] eBooks & eLearning
Posted by Free butterfly at May 8, 2019
![Modeling Derivatives in C++ [Repost]](https://pixhost.icu/avaxhome/6e/dd/0066dd6e_medium.jpg)
Modeling Derivatives in C++ by Justin London
English | September 17, 2004 | ISBN: 0471654647 | 768 pages | PDF | 11 Mb
English | September 17, 2004 | ISBN: 0471654647 | 768 pages | PDF | 11 Mb
Asymptotic Chaos Expansions in Finance: Theory and Practice eBooks & eLearning
Posted by roxul at Aug. 17, 2019
David Nicolay, "Asymptotic Chaos Expansions in Finance: Theory and Practice"
English | ISBN: 1447165055 | 2014 | 491 pages | EPUB, PDF | 7 MB + 8 MB
English | ISBN: 1447165055 | 2014 | 491 pages | EPUB, PDF | 7 MB + 8 MB
Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Repost) eBooks & eLearning
Posted by AvaxGenius at June 7, 2023
Introduction to Stochastic Calculus for Finance: A New Didactic Approach by Dieter Sondermann
English | PDF | 2006 | 143 Pages | ISBN : 3540348360 | 0.77 MB
Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.