Copied Term-Structure Models
Term-Structure Models
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. Thisvolume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary It calculus, basic probability theory, and real and complex analysis.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$39.99 | $39.99 |
|
$39.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
The Psychology of the Physically Ill Patient
$109.99
Abduction in Cognition and Action
$129.99
Computational Modelling of the Brain
$119.00
Distributed Computing and Artificial Intelligence, 15th International Conference
$169.99
Insect Neurochemistry and Neurophysiology 1989
$219.99
National Intellectual Capital and the Financial Crisis in Indonesia, Malaysia, The Philippines, and
$54.99
Perfectly Matched Layer (PML) for Computational Electromagnetics
$29.99
John Marston's Plays
$54.99
Sustainability Issues in Civil Engineering
$169.99
Information Risk and Long-Run Performance of Initial Public Offerings
$39.99
Machine Learning: ECML-95
$39.99
Building Web Applications with Visual Studio 2017
$39.99
Russell's Philosophy of Logical Analysis, 1897-1905
$54.99
Ultrathin Magnetic Structures I
$129.00
Cool Kangaroo
$5.21
Watergate Remembered
$54.99
Crash-Kurs fr Verkaufsleiter
$69.99
Differentialgeometrie und Minimalflchen
$59.99
Regimes of Risk
$54.99
Neue Personalstrategien zwischen Stabilitt und Agilitt
$84.99
Data in Medicine: Collection, Processing and Presentation
$54.99
Festkrperprobleme 34
$54.99
Informatik fr technische Berufe
$49.99
Adam Ries
$59.99
Recollections of Trauma
$84.99
Wirtschaftsinformatik 2003/Band I
$44.99
Formal Modeling and Analysis of Timed Systems
$49.99
Studies on Cardiovascular Disorders
$219.99
Resource Management and Contested Territories in East Asia
$54.99
Molecular Mechanisms of Retina Pathology and Ways of its Correction
$119.00
Comparative Perspectives on the Enforcement and Effectiveness of Antidiscrimination Law
$299.00
Spezielle Strahlentherapie Maligner Tumoren Teil 5 / Radiation Therapy of Malignant Tumours Part 5
$59.99
Ionic Soft Matter: Modern Trends in Theory and Applications
$84.99
Meiotic Configurations
$84.99
Curious Readers - Dealing with Feelings: This Makes Me Scared
$3.71
Youth Gangs, Racism, and Schooling
$129.99
Morphologische Bildverarbeitung
$54.99
Gynecologic Oncology
$329.99
Democracy and Public-Private Partnerships in Global Governance
$54.99
Next-Gen Digital Services. A Retrospective and Roadmap for Service Computing of the Future
$54.99
