Interest rates + Mathematical models
Label
Interest rates + Mathematical models
Name
Interest rates + Mathematical models
Sub focus
Actions
Incoming Resources
- Subject of27
- Pricing interest-rate derivatives, a Fourier-transform based approach, Markus Bouziane
- Interest rate models, an infinite dimensional stochastic analysis perspective, René A. Carmona, Michael R. Tehranchi
- Are there asymmetries in the response of bank interest to monetary shocks?, by L. Gambacorta and S. Iannotti
- Quantum finance, path integrals and Hamiltonians for options and interest rates, Belal E. Baaquie
- Monetary policy, interest rate rules, and the term structure of interest rates, theoretical considerations and empirical implications, Ralf Fendel
- Interest rate modeling, theory and practice, Lixin Wu
- The concepts and practice of mathematical finance, Mark S. Joshi
- The term structure of interest rates, an expectations model tested on post-war Italian data, R. S. Masera
- Modelling interest rates, advances in derivatives pricing, edited by Fabio Mercurio
- Spending, taxes, and deficits, international-intertemporal approach, Jacob A. Frenkel and Assaf Razin
- Stochastic interest rates, Daragh McInerney, Tomasz Zastawniak
- SABR and SABR LIBOR market models in practice, with examples implemented in Python, Christian Crispoldi, Gérald Wigger, Peter Larkin
- Discrete models of financial markets, Marek Capiński, AGH University of Science and Technology, Kraków, Poland, Ekkehard Kopp, University of Hull, Hull, UK
- Bond math, the theory behind the formulas, Donald J. Smith
- Option pricing, interest rates and risk management, edited by E. Jouini, J. Cvitanić, Marek Musiela
- Interest rate derivatives, valuation, calibration and sensitivity analysis, Ingo Beyna
- Interest rate models, theory and practice, Damiano Brigo, Fabio Mercurio
- Martingale methods in financial modelling, Marek Musiela, Marek Rutkowski
- Advanced fixed income analysis, Moorad Choudhry
- Fiscal policy, public debt and the term structure of interest rates, Roland Demmel
- Interest rate models, theory and practice, Damiano Brigo, Fabio Mercurio
- Interest rate management, Rudi Zagst
- Robust Libor modelling and pricing of derivative products, John Schoenmakers
- Option pricing, interest rates and risk management, edited by E. Jouini, J. Cvitanić, Marek Musiela
- Discrete models of financial markets, Marek Capiński, Ekkehard Kopp
- Building and using dynamic interest rate models, Ken Kortanek and Vladimir Medvedev
- Interest rate models, an introduction, Andrew J.G. Cairns