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Mathematical interest theory
Vaaler, Leslie Jane Federer; Harper, Shinko Kojima; … - 2019 - Third edition
Mathematical Interest Theory provides an introduction to how investments grow over time. This is done in a …. Mathematical Interest Theory is written for anyone who has a strong high-school algebra background and is interested in being an … Mathematics exam. To that end, Mathematical Interest Theory includes more than 260 carefully worked examples. There are over 475 …
Persistent link: https://www.econbiz.de/10012012575
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Zinsderivate : Modelle und Bewertung
Branger, Nicole; Schlag, Christian - 2004
Persistent link: https://www.econbiz.de/10001950067
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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Zinsderivate : Modelle und Bewertung
Branger, Nicole; Schlag, Christian - 2004
Zinsderivate wie Swaps, Caps, Forwards oder Futures ermöglichen auf vielfältige Weise das Management von Zinsrisiken. Die Bewertung dieser Kontrakte erscheint jedoch meist wesentlich schwieriger und anspruchsvoller als die Bewertung von Aktien- oder Währungsderivaten, da Anleihen besondere...
Persistent link: https://www.econbiz.de/10013504781
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Calibration of one-factor and two-factor Hull-White models using swaptions
Russo, Vincenzo; Torri, Gabriele - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 275-295
Persistent link: https://www.econbiz.de/10011993481
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A unified view of LIBOR models
Glau, Kathrin; Grbac, Zorana; Papapantoleon, Antonis - In: Advanced modelling in mathematical finance : in honour …, (pp. 423-452). 2016
Persistent link: https://www.econbiz.de/10011800390
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Approximate option pricing in the Lévy Libor model
Grbac, Zorana; Krief, David; Tankov, Peter - In: Advanced modelling in mathematical finance : in honour …, (pp. 453-476). 2016
Persistent link: https://www.econbiz.de/10011800391
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Pricing interest rate derivatives under monetary changes
Genaro, Alan de; Avellaneda, Marco - In: International journal of theoretical and applied finance 21 (2018) 6, pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
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Asset pricing and portfolio choice theory
Back, Kerry E. - 2017 - Second edition
Persistent link: https://www.econbiz.de/10011452259
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Natural rate chimera and bond pricing reality
Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020
Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real equilibrium interest rate (r*), trend inflation, and term premia for the United States and the euro area, using a Bayesian approach. The natural real rate and trend inflation are...
Persistent link: https://www.econbiz.de/10012425011