Advanced Interest Rate

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
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.
Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management (Repost)

Advanced Financial Risk Management: Tools and Techniques for Integrated Credit Risk and Interest Rate Risk Management by Donald R. Van Deventer, Kenji Imai, Mark Mesler
2013 | ISBN: 1118278542 | English | 784 pages | PDF | 14.20 MB

Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions.
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 Markets: A Practical Approach to Fixed Income  eBooks & eLearning

Posted by tarantoga at March 17, 2016
Interest Rate Markets: A Practical Approach to Fixed Income

Siddhartha Jha, "Interest Rate Markets: A Practical Approach to Fixed Income"
ISBN: 0470932201 | 2011 | EPUB | 368 pages | 2 MB

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (repost)  eBooks & eLearning

Posted by interes at March 7, 2016
Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach (repost)

Pricing Interest-Rate Derivatives: A Fourier-Transform Based Approach by Markus Bouziane
English | 2008 | pages: 206 | ISBN: 3540770658 | PDF | 3,3 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

PDE Valuation of Interest Rate Derivatives  

Posted by leonardo78 at Feb. 1, 2016
PDE Valuation of Interest Rate Derivatives

PDE Valuation of Interest Rate Derivatives by Peter Kohl-Landgraf
Publisher: Books On Demand | 2007 | ISBN: 3833495375 | 222 pages | DJVU (scan) | 1,9 MB

The Libor Market Model and its several extensions can be seen as state of the art in interest rate modeling. However, due to the ever increasing complexity of interest rate products, the high dimensionality of this approach starts to reach its limits from the computational side. This book is mainly concerned with a class of Markovian Yield Curve Models which try to overcome that disadvantage as they enable a low-dimensional deterministic and fast PDE valuation.

Interest Rate Modeling: Post-Crisis Challenges and Approaches  

Posted by Underaglassmoon at Dec. 30, 2015
Interest Rate Modeling: Post-Crisis Challenges and Approaches

Interest Rate Modeling: Post-Crisis Challenges and Approaches
Springer | Quantitative Finance | January 27, 2016 | ISBN-10: 3319253832 | 140 pages | pdf | 2.01 mb

Authors: Grbac, Zorana, Runggaldier, Wolfgang J.