Interest Rate Derivatives: A Practical Guide

Interest Rate Markets: A Practical Approach to Fixed Income (repost)  eBooks & eLearning

Posted by libr at May 15, 2017
Interest Rate Markets: A Practical Approach to Fixed Income (repost)

Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha
English | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4,2 MB

Interest Rate Markets: A Practical Approach to Fixed Income  eBooks & eLearning

Posted by tarantoga at March 17, 2016
Interest Rate Markets: A Practical Approach to Fixed Income

Siddhartha Jha, "Interest Rate Markets: A Practical Approach to Fixed Income"
ISBN: 0470932201 | 2011 | EPUB | 368 pages | 2 MB

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (repost)  eBooks & eLearning

Posted by interes at March 7, 2016
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (repost)

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach by Markus Bouziane
English | 2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,3 mb
Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook (Volume 2)

Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook (Volume 2), 2 edition by R. Venkata Subramani
English | 2011 | ISBN: 047082591X | 576 pages | EPUB | 76 MB

Interest Rate Markets: A Practical Approach to Fixed Income (repost)  eBooks & eLearning

Posted by interes at May 19, 2014
Interest Rate Markets: A Practical Approach to Fixed Income (repost)

Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha
English | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4,2 MB

With trades worth trillions of dollars annually, the U.S. interest rate markets are some of the largest and most important markets in the world. These markets attract a wide variety of participants, from individuals and corporations to governments, and offer numerous financial instruments that include bonds, swaps, futures, and options.

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)  eBooks & eLearning

Posted by zolao at Aug. 8, 2013
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)

Markus Bouziane, "Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach"
2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,1 mb

This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different interest-rate derivatives by using contour integration principles, the development of a IFFT-based pricing algorithm, and a detailed analysis of different jump-diffusion short-rate models.

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)  eBooks & eLearning

Posted by step778 at July 11, 2013
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)

Markus Bouziane, "Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach"
2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,1 mb

Interest Rate Markets: A Practical Approach to Fixed Income (Repost)  eBooks & eLearning

Posted by nebulae at April 29, 2013
Interest Rate Markets: A Practical Approach to Fixed Income (Repost)

Siddhartha Jha, "Interest Rate Markets: A Practical Approach to Fixed Income"
English | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4 MB

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)  eBooks & eLearning

Posted by Grev27 at Nov. 9, 2012
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (Repost)

Markus Bouziane, "Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach"
English | ISBN: 3540770658 | 2008 | PDF | 215 pages | 3,2 mb

Interest Rate Markets: A Practical Approach to Fixed Income  eBooks & eLearning

Posted by tot167 at June 30, 2011
Interest Rate Markets: A Practical Approach to Fixed Income

Siddhartha Jha, "Interest Rate Markets: A Practical Approach to Fixed Income"
W ey | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4,2 MB