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Svoboda, Simona - 2004

the full dynamics of the yield curve. A study of the evolution of interest rate modelling theory places these models in …

Persistent link: https://www.econbiz.de/10012054390

Pricing Interest-Rate Derivatives : A Fourier-Transform Based Approach

Bouziane, Markus (contributor) - 2008

This book provides a modular pricing framework which allows the valuation of interest-rate derivatives in a general jump-diffusion setup. Starting with a comparison of three Fourier-style pricing methodologies, the book covers the derivation of Fourier-transform based solutions for different...

Persistent link: https://www.econbiz.de/10013520918

Formelsammlung Aktien-, Zins- und Währungsderivate

Kruse, Susanne - 2015

Formelsammlung Aktien-, Zins- und Währungsderivate Die „Formelsammlung Aktien-, Zins- und Währungsderivate“ bietet eine … strukturelle Ergänzung zum Buch „Aktien-, Zins- und Währungsderivate – Märkte, Einsatzmöglichkeiten, Bewertung und Risikoanalyse …

Persistent link: https://www.econbiz.de/10014018193

Nichtlineare Zinssetzung : Theoriegeleitete Modellierung und empirische Analyse für den deutschen Bankensektor

Heinzelmann, Ludwig - 2017

Modelltheoretische Grundlagen des Zinssetzungsverhaltens von Geschäftsbanken -- Ökonometrische Modellierung u. a. mittels des Smooth-Transition-Ansatzes -- Empirische Analyse, den deutschen Bankensektor betreffend.

Persistent link: https://www.econbiz.de/10014020283

Interest Rate Derivatives Explained: Volume 2 : Term Structure and Volatility Modelling

Kienitz, Jörg; Caspers, Peter - 2017

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. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is...

Persistent link: https://www.econbiz.de/10012397764

Explaining and Forecasting the US Federal Funds Rate : A Monetary Policy Model for the US

Clements, Matthew T. - 2004

This book has been written as a practical guide for finance markets professionals to explain US monetary policy and to make forecasts of future interest rate levels. Aimed at market players, familiar with US policy instruments, Explaining and Forecasting the US Federal Funds Rates will provide a...

Persistent link: https://www.econbiz.de/10012054050

Discounting, LIBOR, CVA and Funding : Interest Rate and Credit Pricing

Kenyon, Chris; Stamm, Roland - 2012

Providing the most up-to-date tools and techniques for pricing interest rate and credit products for the new financial world, this book discusses pricing and hedging, funding and regulation, and interpretation, as an essential resource for quantitatively minded practitioners and researchers in...

Persistent link: https://www.econbiz.de/10012106344

Aktien-, Zins- und Währungsderivate : Märkte, Einsatzmöglichkeiten, Bewertung und Risikoanalyse

Kruse, Susanne - 2014

Aktien-, Zins- und Währungsderivate Praxisorientiert und detailliert präsentiert dieses Buch die Welt der Derivate. Im … Fokus stehen dabei Aktien-, Zins- und Währungsderivate, da diese Produkte in nahezu jedem Kreditinstitut zur Risikosteuerung … Konzentration auf Aktien-, Zins- und Währungsderivate ermöglicht zudem eine einfache Einführung in die Bewertung und Risikoanalyse …

Persistent link: https://www.econbiz.de/10014017368

The Design of the Eurosystem’s Monetary Policy Instruments

Neyer, Ulrike (contributor) - 2007

The creation of a single monetary currency and a single monetary policy in the euro area has faced extraordinary challenges, among them the design of suitable monetary policy instruments. This book evaluates monetary policy instruments of the Eurosystem against a number of requirements. To do...

Persistent link: https://www.econbiz.de/10013520716

New Methods in Fixed Income Modeling : Fixed Income Modeling

Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.); … - 2018

practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

Persistent link: https://www.econbiz.de/10012396848

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