Interest Rate Modelling i

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Repost)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) By Marc Henrard
2014 | 256 Pages | ISBN: 1137374659 | EPUB | 4 MB
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Repost)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) By Marc Henrard
2014 | 256 Pages | ISBN: 1137374659 | EPUB | 5 MB
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Repost)

Marc Henrard, "Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation"
English | ISBN: 1137374659 | 2014 | 264 pages | EPUB | 4 MB
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation

Marc Henrard, "Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation"
English | ISBN: 1137374659 | 2014 | 264 pages | EPUB | 4 MB
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation [Repost]

Marc Henrard - Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
Published: 2014-06-26 | ISBN: 1137374659 | PDF | 264 pages | 3 MB
Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice [Repost]

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice (Lecture Notes in Economics and Mathematical Systems) by Marcus Schulmerich
Springer; 1 edition | September 13, 2005 | English | ISBN: 3540261915 | 357 pages | PDF | 44 MB

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historical backtesting. Several real options are investigated and combined with various pricing tools and stochastic term structure models. Interest rates for real options valuation are simulated by using stochastic term structure models (Vasicek, Cox-Ingersoll-Ross, Ho-Lee, and Hull-White one-factor and two-factor models) and by using implied forward rates.
Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice

Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice by Marcus Schulmerich
Springer; 2nd ed. 2010 edition | August 13, 2010 | English | ISBN: 3642126618 | 389 pages | PDF | 8 MB

After the ?rst edition of this book was published in early 2005, the world has changed dramatically and at a pace never seen before. The changes that - curred in 2008 and 2009 were completely unthinkable two years before.
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) by Marc Henrard
2014 | ISBN: 1137374659 | English | 264 pages | PDF | 4 MB

Interest Rate Modelling: Financial Engineering (repost)  

Posted by Veslefrikk at July 28, 2014
Interest Rate Modelling: Financial Engineering (repost)

Jessica James, Nick Webber, "Interest Rate Modelling: Financial Engineering"
English | 2000-01-15 | ISBN: 0471975230 | 654 pages | PDF | 128 MB
Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice (Repost)

Marcus Schulmerich, "Real Options Valuation: The Importance of Interest Rate Modelling in Theory and Practice"
2005 | pages: 366 | ISBN: 3540261915 | PDF | 14,4 mb

This book analyzes real options valuation for non-constant versus constant interest rates using simulation and historical backtesting. Several real options are investigated and combined with various pricing tools and stochastic term structure models. Interest rates for real options valuation are simulated by using stochastic term structure models (Vasicek, Cox-Ingersoll-Ross, Ho-Lee, and Hull-White one-factor and two-factor models) and by using implied forward rates.