Imaxe de Portada

Código QR

An elementary introduction to stochastic interest rate modeling

Gardado en:

Detalles Bibliográficos
Autor Principal:	Privault, Nicolas
Autor Corporativo:	ebrary, Inc
Formato:	Electrónico eBook
Idioma:	inglés
Publicado:	Hackensack, N.J. : World Scientific, 2012.
Edición:	2nd ed.
Series:	Advanced series on statistical science & applied probability ; v. 16.
Subjects:	Interest rate futures > Mathematical models. Stochastic models. Electronic books.
Acceso en liña:	An electronic book accessible through the World Wide Web; click to view
Tags:	Engadir etiqueta Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!

Títulos similares

Interest rate risk modeling the fixed income valuation course /
por: Nawalkha, Sanjay K.
Publicado: (2005)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
por: Rebonato, Riccardo
Publicado: (2009)

Mathematical interest theory
por: Vaaler, Leslie Jane Federer
Publicado: (2009)

Interest rate futures markets and capital market theory theoretical concepts and empirical evidence /
por: Kobold, Klaus
Publicado: (1986)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
por: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
Publicado: (2013)

What determines U.S. swap spreads?
por: Kóbor, Ádám
Publicado: (2005)

Rational expectations and efficiency in futures markets
Publicado: (1992)

Uncovered interest parity
por: Isard, Peter
Publicado: (2006)

Perspectives on low global interest rates
por: Catão, Luis
Publicado: (2006)

Government debt and long-term interest rates
por: Kinoshita, Noriaki
Publicado: (2006)

Interest rate determination in Lebanon
por: Poddar, Tushar
Publicado: (2006)

Macro-hedging for commodity exporters
por: Borensztein, Eduardo
Publicado: (2009)

Multiscale stochastic volatility for equity, interest rate, and credit derivatives
Publicado: (2011)

Interest rate elasticity of residential housing prices /
por: Iossifov, Plamen
Publicado: (2008)

American-type options : stochastic approximation methods. Volume 1 /
por: Silvestrov, Dmitrii S.
Publicado: (2014)

American-type options.
por: Silvestrov, Dmitrii S.
Publicado: (2015)

Is Brazil different? risk, dollarization, and interest rates in emerging markets /
por: Bacha, Edmar Lisboa
Publicado: (2007)

Stochastic modelling in process technology
por: Dehling, Herold
Publicado: (2007)

Perspectives on high real interest rates in Turkey /
por: Kannan, Prakash
Publicado: (2008)

The role of interest rates in business cycle fluctuations in emerging market countries the case of Thailand /
por: Tchakarov, Ivan
Publicado: (2006)

Stochastic modelling of electricity and related markets
por: Benth, Fred Espen, 1969-
Publicado: (2008)

Global aging and declining world interest rates macroeconomic insurance through pension reform in Cyprus /
por: Catalán, Mario, 1972-
Publicado: (2008)

Stochastic simulation and applications in finance with MATLAB programs
por: Huynh, Huu Tue
Publicado: (2008)

Stochastic models for social processes /
por: Bartholomew, David J.
Publicado: (1973)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
por: Tang, Yi
Publicado: (2007)

The Black-Scholes model
por: Capi�nski, Marek, 1951-
Publicado: (2012)

Bond math : the theory behind the formulas /
por: Smith, Donald J., 1947-
Publicado: (2014)

Stochastic models of uncertainties in computational mechanics
por: Soize, Christian
Publicado: (2012)

Stochastic reliability modeling, optimization and applications
Publicado: (2010)

Understanding interest rates structure in Kenya /
por: Ngugi Rose W.
Publicado: (2004)

Understanding interest rates structure in Kenya /
por: Ngugi, Rose
Publicado: (2004)

Nonlinear models in mathematical finance new research trends in option pricing /
Publicado: (2008)

Stochastic volatility selected readings /
Publicado: (2005)

Stochastic filtering with applications in finance
por: Bhar, Ramaprasad
Publicado: (2010)

Stochastic models with applications to genetics, cancers, AIDS and other biomedical systems
por: Tan, W. Y., 1934-
Publicado: (2002)

The exchange rate and the interest rate differential in Kenya : a monetary and fiscal policy dilemma /
por: Ndung'u, Njuguna S.
Publicado: (2000)

Stochastic analysis, stochastic systems, and applications to finance
Publicado: (2011)

Fiscal policy and interest rates how sustainable is the "new economy"? /
por: Hauner, David
Publicado: (2006)

Recent advances in stochastic operations research
Publicado: (2007)

Stochastic dynamic macroeconomics theory and empirical evidence /
por: Gong, Gang, 1959-
Publicado: (2006)