Interest Rate Derivatives Explained

Interest Rate Derivatives Explained [Repost]  eBooks & eLearning

Posted by tanas.olesya at Dec. 7, 2015
Interest Rate Derivatives Explained  [Repost]

Interest Rate Derivatives Explained by Dr Jörg Kienitz
English | 9 Dec. 2014 | ISBN: 1137360062 | 224 Pages | PDF | 6 MB

The interest rate derivatives markets underwent significant change in the wake of the global financial crisis, change that included the adoption of multi-curve modelling frameworks and market data. Furthermore, even for simple financial instruments significant effort for pricing and risk management can be necessary due to collateral agreements and the consideration of xVA.

Interest Rate Derivatives Explained: Volume 1: Products and Markets  eBooks & eLearning

Posted by interes at July 6, 2015
Interest Rate Derivatives Explained: Volume 1: Products and Markets

Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) by Jörg Kienitz
English | 2015 | ISBN: 1137360062 | 208 pages | PDF | 6,4 MB

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (repost)  eBooks & eLearning

Posted by interes at March 7, 2016
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (repost)

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach by Markus Bouziane
English | 2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,3 mb

Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives  eBooks & eLearning

Posted by MoneyRich at June 9, 2015
Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives

Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives by Jonathan A. Batten
English | Nov 30, 2006 | ISBN: 0444520201 | 460 Pages | PDF | 5 MB

The Japanese capital markets were liberalized, decontrolled and increasingly opened to foreign participation in the 1970s. The fixed income market particularly expanded to finance the government fiscal deficits commencing in 1975. However, growth in the non-Government side of the market for Japan has been a more recent phenomenon and a goal of policymakers in Japan and Asia since 1997. These markets are now second only to those in the United States and dominate the issuance market in the Asian Pacific region.
Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook (Volume 2)

Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives: A Practitioner's Handbook (Volume 2), 2 edition by R. Venkata Subramani
English | 2011 | ISBN: 047082591X | 576 pages | EPUB | 76 MB

European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (repost)  eBooks & eLearning

Posted by MoneyRich at April 28, 2015
European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (repost)

European Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (The Wiley Finance Series) by Jonathan A. Batten
English | Mar 12, 2004 | ISBN: 0470850531 | 504 Pages | PDF | 3 MB

The introduction of the euro in 1999 cast a new focus on the financial markets of constituent euro-zone countries, which have subsequently emerged with the second largest bond market in the world.
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
English | Nov 24, 2002 | ISBN: 0691089736 | 488 Pages | PDF | 81 MB
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (repost)

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Lecture Notes in Economics and Mathematical Systems) by Ingo Beyna
English | 2013-03-08 | ISBN: 3642349242 | PDF | 220 pages | 3 MB

Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis [Repost]  eBooks & eLearning

Posted by ChrisRedfield at Aug. 19, 2013
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis [Repost]

Ingo Beyna - Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis
Published: 2013-03-08 | ISBN: 3642349242 | PDF | 220 pages | 3 MB
Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis (Repost)

Ingo Beyna, "Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis"
Published: 2013-02-20 | ISBN: 3642349242 | PDF | 220 pages | 3 MB

The class of interest rate models introduced by O. Cheyette in 1994 is a subclass of the general HJM framework with a time dependent volatility parameterization. This book addresses the above mentioned class of interest rate models and concentrates on the calibration, valuation and sensitivity analysis in multifactor models.