Interest Derivatives

Credit Derivatives: Instruments, Applications, and Pricing (Repost)  eBooks & eLearning

Posted by leonardo78 at Oct. 23, 2016
Credit Derivatives: Instruments, Applications, and Pricing (Repost)

Mark J. P. Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen, "Credit Derivatives: Instruments, Applications, and Pricing"
Publisher: Wiley | 2004 | pages: 341 | ISBN: 047146600X | PDF | 7 mb

Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets.

Brazilian Derivatives and Securities  eBooks & eLearning

Posted by AlenMiler at July 18, 2016
Brazilian Derivatives and Securities

Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets by Marcos C. S. Carreira
English | 21 Apr. 2016 | ISBN: 1349554723, 1137477261 | 303 Pages | PDF (True) | 3.1 MB

The Brazilian financial markets operate in a very different way to their G7 counterparts. Key differences include onshore and offshore markets, exponential rates, business days day-counts and price formation from the futures markets (instead of the cash markets).

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

PDE Valuation of Interest Rate Derivatives  

Posted by leonardo78 at Feb. 1, 2016
PDE Valuation of Interest Rate Derivatives

PDE Valuation of Interest Rate Derivatives by Peter Kohl-Landgraf
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.

Interest Rate Derivatives Explained [Repost]  

Posted by tanas.olesya at Dec. 7, 2015
Interest Rate Derivatives Explained  [Repost]

Interest Rate Derivatives Explained by Dr Jörg Kienitz
English | 9 Dec. 2014 | ISBN: 1137360062 | 224 Pages | PDF | 6 MB

The interest rate derivatives markets underwent significant change in the wake of the global financial crisis, change that included the adoption of multi-curve modelling frameworks and market data. Furthermore, even for simple financial instruments significant effort for pricing and risk management can be necessary due to collateral agreements and the consideration of xVA.
Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (repost)

Amir Sadr, "Interest Rate Swaps and Their Derivatives: A Practitioner's Guide"
2009 | ISBN: 0470443944 | English | 247 pages | PDF | 3 MB
Interest Rate Derivatives Explained: Volume 1: Products and Markets

Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) by Jörg Kienitz
English | 2015 | ISBN: 1137360062 | 208 pages | PDF | 6,4 MB
Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives

Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives by Jonathan A. Batten
English | Nov 30, 2006 | ISBN: 0444520201 | 460 Pages | PDF | 5 MB

The Japanese capital markets were liberalized, decontrolled and increasingly opened to foreign participation in the 1970s. The fixed income market particularly expanded to finance the government fiscal deficits commencing in 1975. However, growth in the non-Government side of the market for Japan has been a more recent phenomenon and a goal of policymakers in Japan and Asia since 1997. These markets are now second only to those in the United States and dominate the issuance market in the Asian Pacific region.
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
European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (repost)

European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (The Wiley Finance Series) by Jonathan A. Batten
English | Mar 12, 2004 | ISBN: 0470850531 | 504 Pages | PDF | 3 MB

The introduction of the euro in 1999 cast a new focus on the financial markets of constituent euro-zone countries, which have subsequently emerged with the second largest bond market in the world.