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Modern Pricing of Interest-Rate Derivatives
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Authors: Riccardo Rebonato
Categories: Business & Economics
Type: BOOK - Published: 2012-01-16 - Publisher: Princeton University Press

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In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have n
Pricing and Trading Interest Rate Derivatives
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Type: BOOK - Published: 2022-08-07 - Publisher: Aitch & Dee Limited

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The most professional and industry relatable text currently available for linear interest rate derivatives. Written by a practicing derivatives portfolio manage
Modern Derivatives Pricing and Credit Exposure Analysis
Language: en
Pages: 569
Authors: Roland Lichters
Categories: Business & Economics
Type: BOOK - Published: 2015-11-15 - Publisher: Springer

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This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implicati
Financial Derivatives Pricing: Selected Works Of Robert Jarrow
Language: en
Pages: 609
Authors: Robert A Jarrow
Categories: Business & Economics
Type: BOOK - Published: 2008-10-08 - Publisher: World Scientific

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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I
Interest-Rate Management
Language: en
Pages: 349
Authors: Rudi Zagst
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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This book combines a rigorous overview of the mathematics of financial markets with an insight into the practical application of these models to the risk and po