Stochastic Interest Rates

By:

McInerney, Daragh

Contributor(s):

Zastawniak, Tomasz

Material type: Text

TextSeries: Mastering Mathematical FinancePublication details: Cambridge University Press 2015 CambridgeDescription: 160pISBN:

9780521175692

Subject(s):

Interest Rates - Mathematical Models

DDC classification:

332.6323 MCI

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.6323 MCI (Browse shelf(Opens below))	Available		M0031553

Total holds: 0

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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

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