Measuring and controlling interest rate and credit risk
Year of publication: |
2003 ; 2. ed.
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Authors: | Fabozzi, Frank J. ; Mann, Steven V. ; Choudhry, Moorad |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Risk management | Interest rates | Derivative securities | Risikomanagement | Zins |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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The SABR/LIBOR market model : pricing, calibrating and hedging for complex interest-rate derivatives
Rebonato, Riccardo, (2009)
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Derivatives and internal models
Deutsch, Hans-Peter, (2009)
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Cusatis, Patrick, (2005)
- More ...
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Measuring and controlling interest rate and credit risk
Fabozzi, Frank J., (2003)
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Interest-rate swaps and swaptions
Fabozzi, Frank J., (2005)
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Fabozzi, Frank J., (2002)
- More ...