Advanced Interest Rate

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance)

Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation (Applied Quantitative Finance) By Marc Henrard
2014 | 256 Pages | ISBN: 1137374659 | EPUB | 4 MB

Modelling Fixed Income Securities and Interest Rate Options (Repost)  eBooks & eLearning

Posted by DZ123 at Dec. 6, 2017
Modelling Fixed Income Securities and Interest Rate Options (Repost)

Robert A. Jarrow, "Modelling Fixed Income Securities and Interest Rate Options"
English | 2002 | ISBN: 0804744386 | PDF | pages: 370 | 74.3 mb
Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

2: Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation by Jan R. M. Röman
English | 28 Dec. 2017 | ISBN: 3319525832 | 728 Pages | EPUB | 11.91 MB

Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling roles,
Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation by Jan R. M. Röman
English | 28 Dec. 2017 | ISBN: 3319525832 | 728 Pages | PDF (True) | 19.79 MB

Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author’s many years in quantitative risk management and modeling roles,
Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained)

Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling (Financial Engineering Explained) by Jörg Kienitz
English | 11 Dec. 2017 | ISBN: 1137360186 | 248 Pages | PDF | 7.69 MB

This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I.
Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives

Valuation in a World of CVA, DVA, and FVA: A Tutorial on Debt Securities and Interest Rate Derivatives by Donald J Smith
2017 | ISBN: 9813222743, 9813224169 | English | 200 pages | PDF | 5 MB

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments  eBooks & eLearning

Posted by AvaxGenius at Oct. 16, 2017
Fixed Income Analytics: Bonds in High and Low Interest Rate Environments

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments By Wolfgang Marty
English | PDF,EPUB | 2017 | 213 Pages | ISBN : 3319485407 | 10.98 MB

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk.
An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition (repost)

An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition by Nicolas Privault
English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB
Mastering Interest Rate Risk Strategy: A Practical Guide to Managing Corporate Financial Risk

Mastering Interest Rate Risk Strategy: A Practical Guide to Managing Corporate Financial Risk (The Mastering Series) by Victor Macrae
English | 2015 | ISBN: 1292017562 | 232 pages | PDF | 53 MB
Who Moved My Interest Rate? Leading the Reserve Bank of India Through Five Turbulent Years

Who Moved My Interest Rate? Leading the Reserve Bank of India Through Five Turbulent Years by Duvvuri Subbarao
2016 | ISBN: 0670088927 | English | 400 pages | EPUB/AZW3 | 0.5 MB/0.6 MB