Interest Rate Derivatives Explained: Volume 2
-15%
portes grátis
Interest Rate Derivatives Explained: Volume 2
Term Structure and Volatility Modelling
Caspers, Peter; Kienitz, Joerg
Palgrave Macmillan
11/2017
248
Dura
Inglês
9781137360182
15 a 20 dias
537
Descrição não disponível.
Chapter1 Goals of this Book and Global Overview.- Chapter2 Vanilla Bonds and Asset Swaps.- Chapter3 Callable (and Puttable) Bonds.- Chapter4 Structured Finance.- Chapter5 More Exotic Features.- Chapter6 Basis Hedging.- Chapter7 Exposures.- Chapter8 The Heston Model.- Chapter9 The SABR Model.- Chapter10 Term Structure Models.- Chapter11 Short Rate Models.- Chapter12 A Gaussian Rates-Credit pricing Framework.- Chapter13 Instantaneous Forward Rate Models.- Chapter14 The Libor Market Model.- Chapter15 Numerical Techniques.-
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Financial engineering;Derivatives;Finance;Risk Management;Banking;Capital market;Investments;Securities;Volatility;investments and securities
Chapter1 Goals of this Book and Global Overview.- Chapter2 Vanilla Bonds and Asset Swaps.- Chapter3 Callable (and Puttable) Bonds.- Chapter4 Structured Finance.- Chapter5 More Exotic Features.- Chapter6 Basis Hedging.- Chapter7 Exposures.- Chapter8 The Heston Model.- Chapter9 The SABR Model.- Chapter10 Term Structure Models.- Chapter11 Short Rate Models.- Chapter12 A Gaussian Rates-Credit pricing Framework.- Chapter13 Instantaneous Forward Rate Models.- Chapter14 The Libor Market Model.- Chapter15 Numerical Techniques.-
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
