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Stochastic Interest Rates

McInerney, Daragh

Stochastic Interest Rates - Cambridge Cambridge University Press 2015 - 160p - Mastering Mathematical Finance .

Machine generated contents note:
1.Fixed-income instruments
2. Vanilla interest rate options and forward measure
3. Short-rate models
4.Models of the forward rate
5. LIBOR and swap market models
6. Implementation and calibration of the LMM
7. Valuing interest rate derivatives
8. Volatility smile

ISBN: 9780521175692

Subjects--Personal Names:
Interest Rates - Mathematical Models.

Dewey Class. No.: 332.6323 / MCI

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