Interest rate models : an introduction
Year of publication: |
2004
|
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Authors: | Cairns, Andrew J. G. |
Publisher: |
Princeton [u.a.] : Princeton Univ. Press |
Subject: | Interest rates | Mathematical models | Bonds | Securities | Derivative securities | Prices | Zinsstrukturtheorie | Stochastisches Modell | Einführung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Interest rate model theory with reference to the South African market
Van Wijck, Tjaart, (2006)
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The LIBOR market model in practice
Gatarek, Dariusz, (2006)
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Term structure modelling with quadratic CARMA processes
Tong, Zhigang, (2016)
- More ...
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Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
Cairns, Andrew J. G., (2004)
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The myth of Methuselah and the uncertainty of death: The mortality fan charts
Dowd, Kevin, (2016)
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Blake, David, (2008)
- More ...