- Language
-
Englisch
- Extent
-
XII, 256 S.
- ISBN
-
978-3-540-09726-6
- Identifier
-
996064257
- Series
-
Springer finance
Subject
Zinsstrukturtheorie ; Finanzmathematik
Contributor
- Table of contents
- Rights
-
Der Zugriff auf Teile des Objekts ist unbeschränkt möglich.
- Last update
-
16.08.2023, 6:24 PM CEST
Object type
- Monografie
Other Objects (12)
Consistency problems for Heath-Jarrow-Morton interest rate models
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Credit risk valuation : methods, models, and applications ; with 23 tables
Efficient methods for valuing interest rate derivatives
Interest rate management
Interest rate models : an infinite dimensional stochastic analysis perspective
A course in derivative securities : introduction to theory and computation
Implementing models in quantitative finance : methods and cases
Contract theory in continuous time models
Risk and asset allocation
Invariant manifolds with boundary for jump-diffusions
Consistency problems for Heath-Jarrow-Morton interest rate models
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Credit risk valuation : methods, models, and applications ; with 23 tables
Efficient methods for valuing interest rate derivatives
Interest rate management
Interest rate models : an infinite dimensional stochastic analysis perspective
A course in derivative securities : introduction to theory and computation
Implementing models in quantitative finance : methods and cases
Contract theory in continuous time models
Risk and asset allocation
Invariant manifolds with boundary for jump-diffusions
Consistency problems for Heath-Jarrow-Morton interest rate models
Interest rate models : theory and practice
Interest rate models : theory and practice ; with smile, inflation and credit ; with 131 tables
Credit risk valuation : methods, models, and applications ; with 23 tables
Efficient methods for valuing interest rate derivatives
Interest rate management
Interest rate models : an infinite dimensional stochastic analysis perspective
A course in derivative securities : introduction to theory and computation
Implementing models in quantitative finance : methods and cases
Contract theory in continuous time models
Risk and asset allocation