Interest rates - Mathematical models.
Overview
Works: | 25 works in 2 publications in 2 languages |
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Titles
Consistency problems for Heath-Jarrow-Morton interest rate models /
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(Language materials, printed)
The term structure of interest rates; = financial intermediaries and debt management
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(Language materials, printed)
Pricing and hedging interest and credit risk sensitive instruments /
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(Language materials, printed)
Quantum finance : = path integrals and Hamiltonians for options and interest rates /
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(Language materials, printed)
Real Options Valuation = The Importance of Interest Rate Modelling in Theory and Practice /
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(Language materials, printed)
Analytical finance.. Volume II,. The mathematics of interest rate derivatives, markets, risk and valuation
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(Electronic resources)
Real options valuation : = the importance of interest rate modelling in theory and practice /
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(Language materials, printed)
Pricing Interest-Rate Derivatives = A Fourier-Transform Based Approach /
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(Language materials, printed)
Interest rate models : = theory and practice : with smile, inflation, and credit /
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(Language materials, printed)
Pricing and hedging interest and credit risk sensitive instruments
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(Language materials, printed)
Interest rate modelling in the multi-curve framework : = foundations, evolution and implementation /
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(Electronic resources)
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