Interest rate modeling for risk management : market price of interest rate risk /

Lignende værker

• Interest rate risk modeling the fixed income valuation course /
  af: Nawalkha, Sanjay K.
  Udgivet: (2005)
• An elementary introduction to stochastic interest rate modeling
  af: Privault, Nicolas
  Udgivet: (2012)
• The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
  af: Rebonato, Riccardo
  Udgivet: (2009)
• Interest rate futures markets and capital market theory theoretical concepts and empirical evidence /
  af: Kobold, Klaus
  Udgivet: (1986)
• Mathematical interest theory
  af: Vaaler, Leslie Jane Federer
  Udgivet: (2009)