Posted by **step778** at Aug. 12, 2013

2006 | pages: 1014 | ISBN: 3540221492 | PDF | 6,9 mb

Posted by **Specialselection** at Feb. 23, 2012

Damiano Brigo, Fabio Mercurio

English | 2001-08-09 | ISBN: 3540417729 | 557 pages | DJVU | 5.1 mb

Posted by **MrLAG** at Feb. 7, 2011

Princeton University Press | January 5, 2004 | English | ISBN: 0691118949 | 288 pages | PDF | 42 Mb

The field of financial mathematics has developed tremendously over the past thirty years, and the underlying models that have taken shape in interest rate markets and bond markets, being much richer in structure than equity-derivative models, are particularly fascinating and complex. This book introduces the tools required for the arbitrage-free modelling of the dynamics of these markets. Andrew Cairns addresses not only seminal works but also modern developments. Refreshingly broad in scope, covering numerical methods, credit risk, and descriptive models, and with an approachable sequence of opening chapters, Interest Rate Models will make readers–be they graduate students, academics, or practitioners–confident enough to develop their own interest rate models or to price nonstandard derivatives using existing models.

Posted by **harrry** at June 11, 2009

Springer | 2001-05-11 | ISBN: 3540414932 | 134 pages | DjVu | 1,2 MB

Bond markets differ in one fundamental aspect from standard stock markets. While the latter are built up to a finite number of trade assets, the underlying basis of a bond market is the entire term structure of interest rates: an infinite-dimensional variable which is not directly observable. On the empirical side, this necessitates curve-fitting methods for the daily estimation of the term structure. Pricing models, on the other hand, are usually built upon stochastic factors representing the term structure in a finite-dimensional state space. Written for readers with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, this research monograph has threefold aims: to bring together estimation methods and factor models for interest rates, to provide appropriate consistency conditions and to explore some important examples.

Posted by **interes** at May 28, 2015

English | January 5, 2010 | ISBN: 0230240127 | 538 pages | PDF | 6 MB

Posted by **Veslefrikk** at Aug. 27, 2014

Sp,,,er | 2006 | ISBN: 3540270655 | 235 pages | PDF | 3 MB

Posted by **Veslefrikk** at April 7, 2014

English | 1st Edition. (January 5, 2010) | ISBN: 0230240127 | 538 pages | PDF | 6 MB

Posted by **elodar** at Dec. 29, 2013

English | 2004-01-05 | ISBN: 0691118949 | 288 pages | PDF | 54 mb

Posted by **interes** at May 5, 2013

English | 1st Edition. (January 5, 2010) | ISBN: 0230240127 | 538 pages | PDF | 6 MB

This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading institutions in their field.

Posted by **roxul** at May 23, 2012

English | ISBN: 0691118949 | 2004 | 288 pages | PDF | 54 MB