Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling
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Published By WORLD SCIENTIFIC

9789812832733, 9789812832757

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Pricing of Caps and Swaptions on the LIBOR

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0009 ◽

2008 ◽

pp. 103-119

Pricing of Zero-Coupon Bonds

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0004 ◽

2008 ◽

pp. 33-45

BACK MATTER

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_bmatter ◽

2008 ◽

pp. 173-178

FRONT MATTER

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_fmatter ◽

2008 ◽

pp. i-xi

Curve Fitting and a Two Factor Model

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0008 ◽

2008 ◽

pp. 85-101

Keyword(s):

Curve Fitting ◽

Factor Model

The Heath-Jarrow-Morton (HJM) Model

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0006 ◽

2008 ◽

pp. 57-71

Keyword(s):

Hjm Model

Forward Rate Modeling

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0005 ◽

2008 ◽

pp. 47-55

Keyword(s):

Forward Rate

Solutions to the Exercises

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0013 ◽

2008 ◽

pp. 147-171

A Review of Stochastic Calculus

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0001 ◽

2008 ◽

pp. 1-12

Keyword(s):

Stochastic Calculus

The Brace-Gatarek-Musiela (BGM) Model

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling ◽

10.1142/9789812832757_0010 ◽

2008 ◽

pp. 121-133

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate ModelingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By WORLD SCIENTIFIC

Pricing of Caps and Swaptions on the LIBOR

Pricing of Zero-Coupon Bonds

BACK MATTER

FRONT MATTER

Curve Fitting and a Two Factor Model

The Heath-Jarrow-Morton (HJM) Model

Forward Rate Modeling

Solutions to the Exercises

A Review of Stochastic Calculus

The Brace-Gatarek-Musiela (BGM) Model

Advanced Series on Statistical Science & Applied Probability - An Elementary Introduction to Stochastic Interest Rate Modeling
Latest Publications