Related Books

Term-Structure Models
Language: en
Pages: 259
Authors: Damir Filipovic
Categories: Mathematics
Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure m
Dynamic Term Structure Modeling
Language: en
Pages: 722
Authors: Sanjay K. Nawalkha
Categories: Business & Economics
Type: BOOK - Published: 2007-05-23 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri
Modeling the Term Structure of Interest Rates
Language: en
Pages: 171
Authors: Rajna Gibson
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc

DOWNLOAD EBOOK

Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Zero Lower Bound Term Structure Modeling
Language: en
Pages: 436
Authors: L. Krippner
Categories: Business & Economics
Type: BOOK - Published: 2015-01-05 - Publisher: Springer

DOWNLOAD EBOOK

Nominal yields on government debt in several countries have fallen very near their zero lower bound (ZLB), causing a liquidity trap and limiting the capacity to
Interest Rate Modeling
Language: en
Pages: 1154
Authors: Leif B. G. Andersen
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is