Similar Search Results - EconBiz

Interest rate model theory with reference to the South African market

Van Wijck, Tjaart - 2006

An overview of modern and historical interest rate model theory is given with thespecific aim of derivative pricing. A variety of stochastic interest rate models arediscussed within a South African market context. The various models arecompared with respect to characteristics such as mean...

Persistent link: https://www.econbiz.de/10009442156

Interest rate models : an introduction

Cairns, Andrew J. G. - 2004

Persistent link: https://www.econbiz.de/10004510684

Lévy processes in finance : pricing financial derivatives

Schoutens, Wim - 2003

Persistent link: https://www.econbiz.de/10004727717

Energy derivatives : pricing and risk management

Clewlow, Les; Strickland, Chris - 2000

Persistent link: https://www.econbiz.de/10004696660

Advanced derivatives pricing and risk management : theory, tools and hands-on programming application

Albanese, Claudio; Campolieti, Giuseppe - 2006

Persistent link: https://www.econbiz.de/10004821034

Robust libor modelling and pricing of derivative products

Schoenmakers, John - 2005

Persistent link: https://www.econbiz.de/10004799914

Financial engineering and computation : principles, mathematics, algorithms

Lyuu, Yuh-Dauh - 2002

Persistent link: https://www.econbiz.de/10004775463

Financial engineering : derivatives and risk management

Cuthbertson, Keith; Nitzsche, Dirk - 2001

Persistent link: https://www.econbiz.de/10004751386

Financial engineering with finite elements

Topper, Jürgen - 2005

Persistent link: https://www.econbiz.de/10004251787

The LIBOR market model in practice

Gatarek, Dariusz; Bachert, Prezemyslaw; Maksymiuk, Robert - 2006

Persistent link: https://www.econbiz.de/10004846069

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