Dynamic term structure modeling : the fixed income valuation course
Sanjay K. Nawalkha; Natalia A. Beliaeva; Gloria M. Soto
| Year of publication: |
c 2007
|
|---|---|
| Authors: | Nawalkha, Sanjay K. ; Beliaeva, Natalia A. ; Soto, Gloria M. |
| Publisher: |
Hoboken, N.J. : Wiley |
| Subject: | Zinsstruktur | Yield curve | Derivat | Derivative | Anleihe | Bond | Finanzanalyse | Financial analysis | Theorie | Theory | Festverzinsliches Wertpapier | Wertpapieranalyse | Derivat <Wertpapier> |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XXXVI, 683 S. graph. Darst. 1 CD-ROM |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook ; Elektronischer Datenträger als Beilage ; Accompanied by computer file |
| Language: | English |
| Notes: | Includes bibliographical references and index A simple introduction to continuous-time stochastic processes -- Arbitrage free valuation -- Valuing interest rate and credit derivatives : basic pricing frameworks -- Fundamental and preference-free single-factor Gaussian models -- Fundamental and preference-free jump-extended Gaussian models -- The fundamental Cox, Ingersoll, and Ross model with exponential and lognormal jumps -- Preference-free CIR and CEV models with jumps -- Fundamental and preference-free two-factor affine models -- Fundamental and preference-free multifactor affine models -- Fundamental and preference-free quadratic models -- The HJM/String/LMM forward rate models -- A simple introduction to continuous-time stochastic processes 0704 |
| ISBN: | 0-471-73714-3 ; 978-0-471-73714-8 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003399049