Interest Derivatives

Analytical Finance: Volume II : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation [Repost]

Analytical Finance: Volume II : The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation by Jan R. M. Röman
English | 2 Jan. 2018 | ISBN: 3319525832 | 762 Pages | PDF | 15.8 MB
Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

2: Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation by Jan R. M. Röman
English | 28 Dec. 2017 | ISBN: 3319525832 | 728 Pages | EPUB | 11.91 MB

Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling roles,
Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)

Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained) by Jörg Kienitz
English | 11 Dec. 2017 | ISBN: 1137360186 | 248 Pages | PDF | 7.69 MB

This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I.
Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives

Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives by Donald J Smith
2017 | ISBN: 9813222743, 9813224169 | English | 200 pages | PDF | 5 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

Interest Rate Derivatives Explained: Volume 1: Products and Markets  eBooks & eLearning

Posted by interes at July 6, 2015
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
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

Derivatives Risk Management & Value  eBooks & eLearning

Posted by tot167 at Aug. 25, 2011
Derivatives Risk Management & Value

Mondher Bellalah, "Derivatives Risk Management & Value"
Wor ld Scie ntific Publi shing Com pany | 2009 | ISBN: 9812838627 | 996 pages | PDF | 4,6 MB
OTC Derivatives: Bilateral Trading and Central Clearing: An Introduction to Regulatory Policy, Market Impact and Systemic Risk

OTC Derivatives: Bilateral Trading and Central Clearing: An Introduction to Regulatory Policy, Market Impact and Systemic Risk by David Murphy
Language: English | 2013 | ISBN: 1137293853 | 304 pages | PDF | 3,45 MB

The OTC derivatives market has been hit by a massive wave of regulatory change. Capital and margin requirements have increased, trade reporting has been mandated, and execution mechanisms are evolving.

Interest Rate Modelling (Repost)  eBooks & eLearning

Posted by step778 at May 8, 2018
Interest Rate Modelling (Repost)

S. Svoboda, "Interest Rate Modelling"
2003 | pages: 275 | ISBN: 1403934703 | PDF | 4,1 mb