Modeling the Term Structure of Interest Rates

Modeling the Term Structure of Interest Rates
Author: Rajna Gibson
Publisher: Now Publishers Inc
Total Pages: 171
Release: 2010
Genre: Business & Economics
ISBN: 1601983727


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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.


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

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Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Term-Structure Models
Language: en
Pages: 259
Authors: Damir Filipovic
Categories: Mathematics
Type: BOOK - Published: 2009-07-28 - Publisher: Springer Science & Business Media

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Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure m
Interest Rate, Term Structure, and Valuation Modeling
Language: en
Pages: 530
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2002-11-29 - Publisher: John Wiley & Sons

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This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securi
Building and Using Dynamic Interest Rate Models
Language: en
Pages: 248
Authors: Ken O. Kortanek
Categories: Business & Economics
Type: BOOK - Published: 2001-11-28 - Publisher: John Wiley & Sons

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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
Interest Rate Modeling
Language: en
Pages: 1154
Authors: Leif B. G. Andersen
Categories: Business & Economics
Type: BOOK - Published: 2010 - Publisher:

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"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