Main Interest Rate Modeling. Volume 3: Products and Risk Management
Interest Rate Modeling. Volume 3: Products and Risk Management cover

Interest Rate Modeling. Volume 3: Products and Risk Management

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Volume I. Foundations and Vanilla Models Part I. Foundations * Introduction to Arbitrage Pricing Theory * Finite Difference Methods * Monte Carlo Methods * Fundamentals of Interest Rate Modelling * Fixed Income Instruments Part II. Vanilla Models * Yield Curve Construction and Risk Management * Vanilla Models with Local Volatility * Vanilla Models with Stochastic Volatility I * Vanilla Models with Stochastic Volatility II Volume II. Term Structure Models Part III. Term Structure Models * One-Factor Short Rate Models I * One-Factor Short Rate Models II * Multi-Factor Short Rate Models * The Quasi-Gaussian Model with Local and Stochastic Volatility * The Libor Market Model I * The Libor Market Model IIVolume III. Products and Risk Management Part IV. Products
Request Code : ZLIB.IO17661048
Categories:
Year:
2022
Publisher:
Atlantic Financial Press
Language:
English
ISBN 10:
0984422129
ISBN 13:
9780984422128
ISBN:
0984422129, 9780984422128

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