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Interest Rate Modeling. Volume 2

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing;

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Interest Rate Derivatives Explained: Volume 1

advanced modeling of interest rate instruments.;

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Interest Rate Modeling

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd;

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Interest Rate Modeling

Containing many results that are new, or which exist only in recent research articles, Interest Rate Modeling: Theory and Practice, 2nd;

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Nonlinear Econometric Modeling in Time Series Analysis

addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series;

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Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial;

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Interest Rate Modeling. Volume 1

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing;

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Interest Rate Risk Modeling

covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling;

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Interest Rate Derivatives Explained

advanced modeling of interest rate instruments.;

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Interest Rate Modeling. Volume 3

The three volumes of Interest Rate Modeling present a comprehensive and up-to-date treatment of techniques and models used in the pricing;

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Advances in Mathematics Research

interest rate models which can be formulated in terms of a stochastic differential equation for the instantaneous interest rate (also called short;

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

This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products;

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Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)

This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step;

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PDE Valuation of Interest Rate Derivatives

The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the ever;

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Interest Rate Modelling

Growth in the derivatives market has brought with it an ever-increasing volume and range of interest rate dependent products. To allow;

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Interest Rate Modeling: Post-Crisis Challenges and Approaches

evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist;

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Advances in Water Resources Engineering

This book, Advances in Water Resources Engineering, Volume 14, covers the topics on watershed sedime;...

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Interest Rate Models - Theory and Practice: With Smile, Inflation and Credit

market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted;

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Interest Rate Models - Theory and Practice

market data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted;

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Selected Topics in Cancer Modeling

This collection of selected chapters offers a comprehensive overview of state-of-the-art mathematica;...

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Predicting Turning Points in the Interest Rate Cycle

filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential;

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Predicting Turning Points in the Interest Rate Cycle (Rle

filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential;

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Optical Waveguides & Devices Modeling and Visualization Using COMSOL Multiphysics Volume 2

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Advances in Quantitative Analysis of Finance and Accounting

Yields: Additional Serious Considerations; 2. Collapse of Dimensionality in the Interest Rate Term Structure. The remaining four chapters cover;

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Interest Rate Models - Theory and Practice

data are now considered. The fast-growing interest for hybrid products has led to a new chapter. A special focus here is devoted to the pricing;

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Selected Topics In Photonic Crystals And Metamaterials

interest towards photonic crystals and metamaterials and their strategic importance are evident in the steadily growing rate of topical;

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Predictive Modeling Applications in Actuarial Science

to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1;

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