Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 1998 - Publisher:
Using daily caps and floors market prices throughout the years 1993 and 1994, we address the open question whether spot or forward interest-rate models of the t
Language: en
Pages:
Pages:
Type: BOOK - Published: 2003 - Publisher:
Using daily caps and floors market prices throughout the years 1993 and 1994, we address the open question whether spot or forward interest-rate models of the t
Language: en
Pages: 171
Pages: 171
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Language: en
Pages: 248
Pages: 248
Type: BOOK - Published: 2001-11-28 - Publisher: John Wiley & Sons
This book offers a new approach to interest rate and modeling term structure by using models based on optimization of dynamical systems, rather than the traditi
Language: en
Pages: 31
Pages: 31
Type: BOOK - Published: 2005-04-15 - Publisher: McGraw Hill Professional
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. T