Bonds - Mathematical models.
Overview
Works: | 8 works in 1 publications in 1 languages |
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Titles
Consistency problems for Heath-Jarrow-Morton interest rate models /
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(Language materials, printed)
Fixed-income securities : = valuation, risk management, and portfolio strategies /
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(Language materials, printed)
Quantitative financial economics : = stocks, bonds and foreign exchange /
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(Language materials, printed)
Yield curve modeling and forecasting = the dynamic Nelson-Siegel approach /
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(Electronic resources)
Quantitative financial economics : = stocks, bonds, and foreign exchange /
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(Language materials, printed)
Pricing of bond options = unspanned stochastic volatility and random field models /
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(Electronic resources)
Subjects