Posted by **nebulae** at Dec. 15, 2012

English | ISBN: 0984422129 | 2010 | 548 pages | Djvu | 10 MB

Posted by **nebulae** at Dec. 15, 2012

English | 2010 | ISBN: 0984422110 | 288 pages | Djvu | 8 MB

Posted by **nebulae** at Dec. 15, 2012

English | ISBN: 0984422102 | 2010 | 492 pages | Djvu | 12 MB

Posted by **roxul** at June 12, 2012

English | ISBN: 0984422129 | 2010 | 548 pages | Djvu | 10 MB

Posted by **roxul** at June 12, 2012

English | ISBN: 0984422102 | 2010 | 492 pages | Djvu | 12 MB

Posted by **tot167** at March 2, 2011

Atlan tic Fin ancial Press | 2010 | ISBN: 0984422110 | 288 pages | Djvu | 8,9 MB

Posted by **Underaglassmoon** at Dec. 30, 2015

Springer | Quantitative Finance | January 27, 2016 | ISBN-10: 3319253832 | 140 pages | pdf | 2.01 mb

Authors: Grbac, Zorana, Runggaldier, Wolfgang J.

Posted by **arundhati** at Sept. 22, 2014

2009 | ISBN-10: 1420090569 | 353 pages | PDF | 10 MB

Posted by **interes** at May 12, 2014

English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.

Posted by **leonardo78** at Feb. 1, 2016

Publisher: Books On Demand | 2007 | ISBN: 3833495375 | 222 pages | DJVU (scan) | 1,9 MB

The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the ever increasing complexity of interest rate products, the high dimensionality of this approach starts to reach its limits from the computational side. This book is mainly concerned with a class of Markovian Yield Curve Models which try to overcome that disadvantage as they enable a low-dimensional deterministic and fast PDE valuation.