Interest rate risk modeling the fixed income valuation course /
Main Author: | Nawalkha, Sanjay K. |
---|---|
Corporate Author: | ProQuest (Firm) |
Other Authors: | Soto, Gloria M., Beliaeva, Natalia A. 1975- |
Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, N.J. :
John Wiley,
c2005.
|
Series: | Wiley finance series.
|
Subjects: | |
Online Access: | Click to View |
Similar Items
-
Interest rate modeling for risk management : market price of interest rate risk /
by: Yasuoka, Takashi,
Published: (2015) -
Hedging derivatives
by: Rheinlander, Thorsten.
Published: (2011) -
An elementary introduction to stochastic interest rate modeling
by: Privault, Nicolas.
Published: (2012) -
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi.
Published: (2007) -
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo.
Published: (2009)