Term-Structure Models A Graduate Course
Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the
- PDF / 3,037,469 Bytes
- 259 Pages / 439.37 x 666.142 pts Page_size
- 7 Downloads / 251 Views
Editorial Board M. Avellaneda G. Barone-Adesi M. Broadie M.H.A. Davis E. Derman C. Klüppelberg W. Schachermayer
Springer Finance Springer Finance is a programme of books addressing students, academics and practitioners working on increasingly technical approaches to the analysis of financial markets. It aims to cover a variety of topics, not only mathematical finance but foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, and financial economics. Ammann M., Credit Risk Valuation: Methods, Models, and Application (2001) Back K., A Course in Derivative Securities: Introduction to Theory and Computation (2005) Barucci E., Financial Markets Theory. Equilibrium, Efficiency and Information (2003) Bielecki T.R. and Rutkowski M., Credit Risk: Modeling, Valuation and Hedging (2002) Bingham N.H. and Kiesel R., Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (1998, 2nd ed. 2004) Brigo D. and Mercurio F., Interest Rate Models: Theory and Practice (2001, 2nd ed. 2006) Buff R., Uncertain Volatility Models – Theory and Application (2002) Carmona R.A. and Tehranchi M.R., Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective (2006) Dana R.-A. and Jeanblanc M., Financial Markets in Continuous Time (2003) Deboeck G. and Kohonen T. (Editors), Visual Explorations in Finance with Self-Organizing Maps (1998) Delbaen F. and Schachermayer W., The Mathematics of Arbitrage (2005) Elliott R.J. and Kopp P.E., Mathematics of Financial Markets (1999, 2nd ed. 2005) Fengler M.R., Semiparametric Modeling of Implied Volatility (2005) Filipovi´c D., Term-Structure Models (2009) Fusai G. and Roncoroni A., Implementing Models in Quantitative Finance (2008) Geman H., Madan D., Pliska S.R. and Vorst T. (Editors), Mathematical Finance – Bachelier Congress 2000 (2001) Gundlach M. and Lehrbass F. (Editors), CreditRisk+ in the Banking Industry (2004) Jeanblanc M., Yor M., Chesney M., Mathematical Methods for Financial Markets (2009 forthcoming) Jondeau E., Financial Modeling Under Non-Gaussian Distributions (2007) Kabanov Y.A. and Safarian M., Markets with Transaction Costs (2009 forthcoming) Kellerhals B.P., Asset Pricing (2004) Külpmann M., Irrational Exuberance Reconsidered (2004) Kwok Y.-K., Mathematical Models of Financial Derivatives (1998, 2nd ed. 2008) Malliavin P. and Thalmaier A., Stochastic Calculus of Variations in Mathematical Finance (2005) Meucci A., Risk and Asset Allocation (2005, corr. 2nd printing 2007) Pelsser A., Efficient Methods for Valuing Interest Rate Derivatives (2000) Prigent J.-L., Weak Convergence of Financial Markets (2003) Schmid B., Credit Risk Pricing Models (2004) Shreve S.E., Stochastic Calculus for Finance I (2004) Shreve S.E., Stochastic Calculus for Finance II (2004) Yor M., Exponential Functionals of Brownian Motion and Related Processes (2001) Zagst R., Interest-Rate Management (2002) Zhu Y.-L., Wu X., Chern I.-L., Derivative Securities and Difference Methods (2004) Ziegler A., Incomplete Information and Heterogeneous Beliefs in Conti
Data Loading...
