Interest Rate Modeling
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Published By CRC Press

9781351227421
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Volatility and Correlation Adjustments

2019 ◽  
pp. 225-251
Author(s):  
Lixin Wu

Calibration of LIBOR Market Model

2019 ◽  
pp. 189-224
Author(s):  
Lixin Wu
Keyword(s):  
Market Model ◽  
Libor Market Model

Short-Rate Models and Lattice Implementation

2019 ◽  
pp. 119-148
Author(s):  
Lixin Wu
Keyword(s):  
Lattice Implementation ◽  
Short Rate Models

Market Model for Inflation Derivatives Modeling

2019 ◽  
pp. 343-362
Author(s):  
Lixin Wu
Keyword(s):  
Market Model

Lévy Market Model

2019 ◽  
pp. 315-342
Author(s):  
Lixin Wu
Keyword(s):  
Market Model

Affine Term Structure Models

2019 ◽  
pp. 253-279
Author(s):  
Lixin Wu
Keyword(s):  
Term Structure ◽  
Affine Term Structure ◽  
Affine Term Structure Models ◽  
Term Structure Models

The LIBOR Market Model

2019 ◽  
pp. 149-187
Author(s):  
Lixin Wu
Keyword(s):  
Market Model ◽  
Libor Market Model

Interest Rates and Bonds

2019 ◽  
pp. 51-67
Author(s):  
Lixin Wu
Keyword(s):  
Interest Rates

The Basics of Stochastic Calculus

2019 ◽  
pp. 1-22
Author(s):  
Lixin Wu
Keyword(s):  
Stochastic Calculus
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