Interest Rate Modeling Webber
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 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 Modeling: Theory and Practice, 3rd Edition eBooks & eLearning
Posted by yoyoloit at June 28, 2024
Interest Rate Modeling: Theory and Practice: Third Edition
by Lixin Wu
English | 2024 | ISBN: 1032483555 | 436 pages | True PDF | 6.34 MB
by Lixin Wu
English | 2024 | ISBN: 1032483555 | 436 pages | True PDF | 6.34 MB
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk (Second Edition) eBooks & eLearning
Posted by arundhati at June 23, 2019
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
English | ISBN: 1681086905 | 2018 | 322 pages | PDF | 7 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 (Chapman and Hall/CRC Financial Mathematics Series) by Lixin Wu
2019 | ISBN: 0815378912 | English | 518 pages | PDF | 8 MB
2019 | ISBN: 0815378912 | English | 518 pages | PDF | 8 MB
An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition (repost) eBooks & eLearning
Posted by libr at June 3, 2017
An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition by Nicolas Privault
English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB
English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 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
Interest Rate Modeling: Theory and Practice, 3rd Edition eBooks & eLearning
Posted by yoyoloit at June 28, 2024
Interest Rate Modeling: Theory and Practice: Third Edition
by Lixin Wu
English | 2024 | ISBN: 1032483555 | 436 pages | True PDF | 6.34 MB
by Lixin Wu
English | 2024 | ISBN: 1032483555 | 436 pages | True PDF | 6.34 MB
Interest Rate Modeling: Theory and Practice, 3rd Edition eBooks & eLearning
Posted by yoyoloit at June 28, 2024
Interest Rate Modeling: Theory and Practice: Third Edition
by Lixin Wu
English | 2024 | ISBN: 1032483555 | 436 pages | True PDF | 6.34 MB
by Lixin Wu
English | 2024 | ISBN: 1032483555 | 436 pages | True PDF | 6.34 MB
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models eBooks & eLearning
Posted by insetes at May 18, 2024
Interest Rate Modeling. Volume 1: Foundations and Vanilla Models By Leif B.G. Andersen, Vladimir V. Piterbarg
2010 | 403 Pages | ISBN: 0984422102 | DJVU | 14 MB
2010 | 403 Pages | ISBN: 0984422102 | DJVU | 14 MB
Interest Rate Modeling. Volume 3: Products and Risk Management eBooks & eLearning
Posted by insetes at May 18, 2024
Interest Rate Modeling. Volume 3: Products and Risk Management By Leif B.G. Andersen, Vladimir V. Piterbarg
2010 | 548 Pages | ISBN: 0984422129 | DJVU | 12 MB
2010 | 548 Pages | ISBN: 0984422129 | DJVU | 12 MB