Interest Rate Models Brigo

Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit (Repost)

Damiano Brigo, Fabio Mercurio, "Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit"
2006 | pages: 1014 | ISBN: 3540221492 | PDF | 8,3 mb

Interest Rate Models - Theory and Practice (Repost)  eBooks & eLearning

Posted by step778 at Aug. 12, 2013
Interest Rate Models - Theory and Practice (Repost)

Damiano Brigo, Fabio Mercurio, "Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit"
2006 | pages: 1014 | ISBN: 3540221492 | PDF | 6,9 mb

Interest Rate Models (Repost)  eBooks & eLearning

Posted by Specialselection at Feb. 23, 2012
Interest Rate Models (Repost)

"Interest Rate Models"
Damiano Brigo, Fabio Mercurio

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

Interest Rate Models: An Introduction  eBooks & eLearning

Posted by MrLAG at Feb. 7, 2011
Interest Rate Models: An Introduction

Andrew J. G. Cairns, "Interest Rate Models: An Introduction"
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.
Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics)(Repost)

Consistency Problems for Heath-Jarrow-Morton Interest Rate Models (Lecture Notes in Mathematics) by Damir Filipovic
English | 2001 | ISBN: 3540414932 | 138 Pages | DJVU | 1.22 MB
Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds (repost)

Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds by Arjan Bastiaan Berkelaar, Joachim Coche and Ken Nyholm
English | January 5, 2010 | ISBN: 0230240127 | 538 pages | PDF | 6 MB

Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (repost)  eBooks & eLearning

Posted by Veslefrikk at Aug. 27, 2014
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (repost)

René A. Carmona, Michael R. Tehranchi, "Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective"
Sp,,,er | 2006 | ISBN: 3540270655 | 235 pages | PDF | 3 MB
Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds (repost)

Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds by Arjan Bastiaan Berkelaar, Joachim Coche and Ken Nyholm
English | 1st Edition. (January 5, 2010) | ISBN: 0230240127 | 538 pages | PDF | 6 MB

Interest Rate Models: An Introduction (Repost)  eBooks & eLearning

Posted by elodar at Dec. 29, 2013
Interest Rate Models: An Introduction (Repost)

Andrew J. G. Cairns, "Interest Rate Models: An Introduction"
English | 2004-01-05 | ISBN: 0691118949 | 288 pages | PDF | 54 mb
Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds (repost)

Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds by Arjan Bastiaan Berkelaar, Joachim Coche and Ken Nyholm
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.