Items related to Efficient Methods for Valuing Interest Rate Derivatives
Synopsis
1. Introduction.- 2. Arbitrage, Martingales and Numerical Methods.- 3. Spot and Forward Rate Models.- 4. Fundamental Solutions and the Forward-Risk-Adjusted Measure.- 5. The Hull-White Model.- 6. The Squared Gaussian Model.- 7. An Empirical Comparison of One-Factor Models.- 8. LIBOR and Swap Market Models.- 9. Markov-Functional Models.- 10. An Empirical Comparison of Market Models.- 11. Convexity Correction.- 12. Extensions and Further Developments.- References.
"synopsis" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Efficient Methods for Valuing Interest Rate Derivatives
Stock Image
Efficient Methods for Valuing Interest Rate Derivatives
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781447138891_new
Quantity: Over 20 available