Interest Rate Model Mobi

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition)

Takashi Yasuoka, "Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition) "
English | ISBN: 1681086905 | 2018 | 322 pages | PDF | 7 MB
Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance)

Interest Rate Risk in the Banking Book: A Best Practice Guide to Management and Hedging (Wiley Finance) by Beata Lubinska
English | November 1, 2021 | ISBN: 1119755018 | 256 pages | MOBI | 5.32 Mb

Interest Rate Modeling: Theory and Practice (Repost)  eBooks & eLearning

Posted by nebulae at Aug. 6, 2017
Interest Rate Modeling: Theory and Practice (Repost)

Lixin Wu, "Interest Rate Modeling: Theory and Practice"
2009 | ISBN-10: 1420090569 | 353 pages | PDF | 10 MB

Financial Mathematics - Theory Of Interest & Cashflow Models  eBooks & eLearning

Posted by ELK1nG at Nov. 7, 2022
Financial Mathematics - Theory Of Interest & Cashflow Models

Financial Mathematics - Theory Of Interest & Cashflow Models
Last updated 2/2022
MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHz
Language: English | Size: 484.97 MB | Duration: 2h 57m

By MJ the Fellow Actuary

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond  eBooks & eLearning

Posted by insetes at Oct. 31, 2019
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond By Riccardo Rebonato
2002 | 238 Pages | ISBN: 0691089736 | PDF | 82 MB

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit  eBooks & eLearning

Posted by AvaxGenius at July 28, 2022
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit by Damiano Brigo, Fabio Mercurio
English | PDF(True) | 2006 | 1016 Pages | ISBN : 3540221492 | 8.8 MB

The 2nd edition of this successful book has several new features. The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact of the swaptions interpolation technique and of the exogenous instantaneous correlation on the calibration outputs. A discussion of historical estimation of the instantaneous correlation matrix and of rank reduction has been added, and a LIBOR-model consistent swaption-volatility interpolation technique has been introduced.
Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Repost)

Damiano Brigo, Fabio Mercurio, "Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit"
2006 | pages: 1014 | ISBN: 3540221492 | PDF | 6,9 mb

Interest Rate Modeling. Volume 2: Term Structure Models (Repost)  eBooks & eLearning

Posted by nebulae at Feb. 16, 2017
Interest Rate Modeling. Volume 2: Term Structure Models (Repost)

Leif B.G. Andersen and Vladimir V. Piterbarg, "Interest Rate Modeling. Volume 2: Term Structure Models"
English | 2010 | ISBN: 0984422110 | 288 pages | Djvu | 8 MB

Interest Rate Modeling: Theory and Practice, Second Edition  eBooks & eLearning

Posted by ksveta6 at June 3, 2019
Interest Rate Modeling: Theory and Practice, Second Edition

Interest Rate Modeling: Theory and Practice, Second Edition (Chapman and Hall/CRC Financial Mathematics Series) by Lixin Wu
2019 | ISBN: 0815378912 | English | 518 pages | PDF | 8 MB

Interest Rate Risk Modeling : The Fixed Income Valuation Course (repost)  eBooks & eLearning

Posted by libr at July 10, 2017
Interest Rate Risk Modeling : The Fixed Income Valuation Course (repost)

Interest Rate Risk Modeling : The Fixed Income Valuation Course by Sanjay K. Nawalkha, Gloria M. Soto and Natalia K. Beliaeva
English | ISBN: 0471427241 | 2005 | 396 pages | PDF | 2,2 MB