Interest Rate Modeling. Volume 3: Products and Risk Management
Экономика и финансы / Менеджмент, бизнес
Основная информация:
Название: Interest Rate Modeling. Volume 3: Products and Risk Management
Жанр: Нет
Автор: Leif B.G. Andersen
Год выпуска: 2010
Формат: PDF
Размер: 10 MB
ISBN: 110333224060
Язык: Английский
СКАЧАТЬ Interest Rate Modeling. Volume 3: Products and Risk Management БЕСПЛАТНО EPUB - DOC - DJVU - RTF - PDFОписание: Volume I. Foundations and Vanilla ModelsPart I. Foundations
Introduction to Arbitrage Pricing Theory
Finite Difference Methods
Monte Carlo Methods
Fundamentals of Interest Rate Modelling
Fixed Income InstrumentsPart II. Vanilla Models
Yield Curve Construction and Risk Management
Vanilla Models with Local Volatility
Vanilla Models with Stochastic Volatility I
Vanilla Models with Stochastic Volatility II Volume II. Term Structure Models
Part III. Term Structure Models
One-Factor Short Rate Models I
One-Factor Short Rate Models II
Multi-Factor Short Rate Models
The Quasi-Gaussian Model with Local and Stochastic Volatility
The Libor Market Model I
The Libor Market Model IIVolume III. Products and Risk Management
Part IV. Products