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Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook (Volume 2)
Author: interes

Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook (Volume 2), 2 edition by R. Venkata Subramani
English | 2011 | ISBN: 047082591X | 576 pages | EPUB | 76 MB
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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)
Author: zolao

Markus Bouziane, "Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach"
2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,1 mb

This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different interest-rate derivatives by using contour integration principles, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models. Details
Interest Rate Derivatives Explained: Volume 1: Products and Markets
Author: interes

Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) by J├Ârg Kienitz
English | 2015 | ISBN: 1137360062 | 208 pages | PDF | 6,4 MB
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Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (repost)
Author: interes

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Lecture Notes in Economics and Mathematical Systems) by Ingo Beyna
English | 2013-03-08 | ISBN: 3642349242 | PDF | 220 pages | 3 MB
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Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis [Repost]
Author: ChrisRedfield

Ingo Beyna - Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis
Published: 2013-03-08 | ISBN: 3642349242 | PDF | 220 pages | 3 MB
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Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis [Repost]
Author: ChrisRedfield

Ingo Beyna - Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis
Published: 2013-02-20 | ISBN: 3642349242 | PDF | 220 pages | 3 MB
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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (repost)
Author: interes

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach by Markus Bouziane
English | 2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,3 mb
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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
Author: thingska

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
English | Nov 24, 2002 | ISBN: 0691089736 | 488 Pages | PDF | 81 MB
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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)
Author: step778

Markus Bouziane, "Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach"
2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,1 mb
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Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)
Author: Grev27

Markus Bouziane, "Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach"
English | ISBN: 3540770658 | 2008 | PDF | 215 pages | 3,2 mb
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