Bonds - Mathematical models.
Overview
Works: | 8 works in 1 publications in 1 languages |
---|
Titles
Consistency problems for Heath-Jarrow-Morton interest rate models /
by:
(Language materials, printed)
Fixed-income securities : = valuation, risk management, and portfolio strategies /
by:
(Language materials, printed)
Quantitative financial economics : = stocks, bonds and foreign exchange /
by:
(Language materials, printed)
Quantitative financial economics : = stocks, bonds, and foreign exchange /
by:
(Language materials, printed)
Pricing of bond options = unspanned stochastic volatility and random field models /
by:
(Electronic resources)
Yield curve modeling and forecasting = the dynamic Nelson-Siegel approach /
by:
(Electronic resources)
Subjects