Advanced Interest Rate

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

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

Interest Rate, Term Structure, and Valuation Modeling (repost)  eBooks & eLearning

Posted by libr at Dec. 19, 2015
Interest Rate, Term Structure, and Valuation Modeling (repost)

Interest Rate, Term Structure, and Valuation Modeling By Frank J. Fabozzi CFA, Frank J. Fabozzi
English | 2002 | 530 Pages | ISBN: 0471220949 | PDF | 5,2 MB

Interest Rate Derivatives Explained: Volume 1: Products and Markets  eBooks & eLearning

Posted by interes at July 6, 2015
Interest Rate Derivatives Explained: Volume 1: Products and Markets

Interest Rate Derivatives Explained: Volume 1: Products and Markets (Financial Engineering Explained) by Jörg Kienitz
English | 2015 | ISBN: 1137360062 | 208 pages | PDF | 6,4 MB
Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management (Repost)

Donald R. Van Deventer, Kenji Imai, Mark Mesler, "Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management"
English | 2013 | ISBN: 1118278542 | 784 pages | PDF | 14 MB
Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation [Repost]

Marc Henrard - Interest Rate Modelling in the Multi-Curve Framework: Foundations, Evolution and Implementation
Published: 2014-06-26 | ISBN: 1137374659 | PDF | 264 pages | 3 MB

An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition  eBooks & eLearning

Posted by interes at May 12, 2014
An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition

An Elementary Introduction To Stochastic Interest Rate Modeling, 2nd Edition by Nicolas Privault
English | 2012 | ISBN: 9814390852 | 244 pages | PDF | 1,6 MB

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students.