An elementary introduction to stochastic interest rate modeling
I tiakina i:
Kaituhi matua: | Privault, Nicolas |
---|---|
Kaituhi rangatōpū: | ebrary, Inc |
Hōputu: | Tāhiko īPukapuka |
Reo: | Ingarihi |
I whakaputaina: |
Hackensack, N.J. :
World Scientific,
2012.
|
Putanga: | 2nd ed. |
Rangatū: | Advanced series on statistical science & applied probability ;
v. 16. |
Ngā marau: | |
Urunga tuihono: | An electronic book accessible through the World Wide Web; click to view |
Ngā Tūtohu: |
Tāpirihia he Tūtohu
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|
Ngā tūemi rite
Interest rate risk modeling the fixed income valuation course /
mā: Nawalkha, Sanjay K.
I whakaputaina: (2005)
mā: Nawalkha, Sanjay K.
I whakaputaina: (2005)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
mā: Rebonato, Riccardo
I whakaputaina: (2009)
mā: Rebonato, Riccardo
I whakaputaina: (2009)
Mathematical interest theory
mā: Vaaler, Leslie Jane Federer
I whakaputaina: (2009)
mā: Vaaler, Leslie Jane Federer
I whakaputaina: (2009)
Interest rate futures markets and capital market theory theoretical concepts and empirical evidence /
mā: Kobold, Klaus
I whakaputaina: (1986)
mā: Kobold, Klaus
I whakaputaina: (1986)
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
mā: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
I whakaputaina: (2013)
mā: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
I whakaputaina: (2013)
What determines U.S. swap spreads?
mā: Kóbor, Ádám
I whakaputaina: (2005)
mā: Kóbor, Ádám
I whakaputaina: (2005)
Rational expectations and efficiency in futures markets
I whakaputaina: (1992)
I whakaputaina: (1992)
Uncovered interest parity
mā: Isard, Peter
I whakaputaina: (2006)
mā: Isard, Peter
I whakaputaina: (2006)
Perspectives on low global interest rates
mā: Catão, Luis
I whakaputaina: (2006)
mā: Catão, Luis
I whakaputaina: (2006)
Government debt and long-term interest rates
mā: Kinoshita, Noriaki
I whakaputaina: (2006)
mā: Kinoshita, Noriaki
I whakaputaina: (2006)
Interest rate determination in Lebanon
mā: Poddar, Tushar
I whakaputaina: (2006)
mā: Poddar, Tushar
I whakaputaina: (2006)
Macro-hedging for commodity exporters
mā: Borensztein, Eduardo
I whakaputaina: (2009)
mā: Borensztein, Eduardo
I whakaputaina: (2009)
Multiscale stochastic volatility for equity, interest rate, and credit derivatives
I whakaputaina: (2011)
I whakaputaina: (2011)
Interest rate elasticity of residential housing prices /
mā: Iossifov, Plamen
I whakaputaina: (2008)
mā: Iossifov, Plamen
I whakaputaina: (2008)
American-type options : stochastic approximation methods. Volume 1 /
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2014)
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2014)
American-type options.
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2015)
mā: Silvestrov, Dmitrii S.
I whakaputaina: (2015)
Is Brazil different? risk, dollarization, and interest rates in emerging markets /
mā: Bacha, Edmar Lisboa
I whakaputaina: (2007)
mā: Bacha, Edmar Lisboa
I whakaputaina: (2007)
Stochastic modelling in process technology
mā: Dehling, Herold
I whakaputaina: (2007)
mā: Dehling, Herold
I whakaputaina: (2007)
Perspectives on high real interest rates in Turkey /
mā: Kannan, Prakash
I whakaputaina: (2008)
mā: Kannan, Prakash
I whakaputaina: (2008)
The role of interest rates in business cycle fluctuations in emerging market countries the case of Thailand /
mā: Tchakarov, Ivan
I whakaputaina: (2006)
mā: Tchakarov, Ivan
I whakaputaina: (2006)
Stochastic modelling of electricity and related markets
mā: Benth, Fred Espen, 1969-
I whakaputaina: (2008)
mā: Benth, Fred Espen, 1969-
I whakaputaina: (2008)
Global aging and declining world interest rates macroeconomic insurance through pension reform in Cyprus /
mā: Catalán, Mario, 1972-
I whakaputaina: (2008)
mā: Catalán, Mario, 1972-
I whakaputaina: (2008)
Stochastic simulation and applications in finance with MATLAB programs
mā: Huynh, Huu Tue
I whakaputaina: (2008)
mā: Huynh, Huu Tue
I whakaputaina: (2008)
Stochastic models for social processes /
mā: Bartholomew, David J.
I whakaputaina: (1973)
mā: Bartholomew, David J.
I whakaputaina: (1973)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
mā: Tang, Yi
I whakaputaina: (2007)
mā: Tang, Yi
I whakaputaina: (2007)
The Black-Scholes model
mā: Capi�nski, Marek, 1951-
I whakaputaina: (2012)
mā: Capi�nski, Marek, 1951-
I whakaputaina: (2012)
Bond math : the theory behind the formulas /
mā: Smith, Donald J., 1947-
I whakaputaina: (2014)
mā: Smith, Donald J., 1947-
I whakaputaina: (2014)
Stochastic models of uncertainties in computational mechanics
mā: Soize, Christian
I whakaputaina: (2012)
mā: Soize, Christian
I whakaputaina: (2012)
Stochastic reliability modeling, optimization and applications
I whakaputaina: (2010)
I whakaputaina: (2010)
Understanding interest rates structure in Kenya /
mā: Ngugi Rose W.
I whakaputaina: (2004)
mā: Ngugi Rose W.
I whakaputaina: (2004)
Understanding interest rates structure in Kenya /
mā: Ngugi, Rose
I whakaputaina: (2004)
mā: Ngugi, Rose
I whakaputaina: (2004)
Nonlinear models in mathematical finance new research trends in option pricing /
I whakaputaina: (2008)
I whakaputaina: (2008)
Stochastic volatility selected readings /
I whakaputaina: (2005)
I whakaputaina: (2005)
Stochastic filtering with applications in finance
mā: Bhar, Ramaprasad
I whakaputaina: (2010)
mā: Bhar, Ramaprasad
I whakaputaina: (2010)
Stochastic models with applications to genetics, cancers, AIDS and other biomedical systems
mā: Tan, W. Y., 1934-
I whakaputaina: (2002)
mā: Tan, W. Y., 1934-
I whakaputaina: (2002)
The exchange rate and the interest rate differential in Kenya : a monetary and fiscal policy dilemma /
mā: Ndung'u, Njuguna S.
I whakaputaina: (2000)
mā: Ndung'u, Njuguna S.
I whakaputaina: (2000)
Stochastic analysis, stochastic systems, and applications to finance
I whakaputaina: (2011)
I whakaputaina: (2011)
Fiscal policy and interest rates how sustainable is the "new economy"? /
mā: Hauner, David
I whakaputaina: (2006)
mā: Hauner, David
I whakaputaina: (2006)
Recent advances in stochastic operations research
I whakaputaina: (2007)
I whakaputaina: (2007)
Stochastic dynamic macroeconomics theory and empirical evidence /
mā: Gong, Gang, 1959-
I whakaputaina: (2006)
mā: Gong, Gang, 1959-
I whakaputaina: (2006)
Ngā tūemi rite
-
Interest rate risk modeling the fixed income valuation course /
mā: Nawalkha, Sanjay K.
I whakaputaina: (2005) -
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
mā: Rebonato, Riccardo
I whakaputaina: (2009) -
Mathematical interest theory
mā: Vaaler, Leslie Jane Federer
I whakaputaina: (2009) -
Interest rate futures markets and capital market theory theoretical concepts and empirical evidence /
mā: Kobold, Klaus
I whakaputaina: (1986) -
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
mā: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
I whakaputaina: (2013)