Modern Interest Rate Theory
Modern Interest Rate Theory
Brody, D.C.; Hughston, L.P.
Cambridge University Press
06/2020
250
Dura
Inglês
9780521867023
Descrição não disponível.
1. Probabilistic foundations; 2. Asset pricing; 3. Derivatives pricing; 4. Discount bonds and interest rates; 5. Dynamics of discount bonds; 6. Short rate models; 7. Positive interest framework; 8. Chaos representation of interest rate dynamics; 9. Geometry of the yield space curves; 10. International models for interest rates and foreign exchange; 11. Real interest rate and models for inflation; 12. Credit-risky bonds and credit derivatives.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
1. Probabilistic foundations; 2. Asset pricing; 3. Derivatives pricing; 4. Discount bonds and interest rates; 5. Dynamics of discount bonds; 6. Short rate models; 7. Positive interest framework; 8. Chaos representation of interest rate dynamics; 9. Geometry of the yield space curves; 10. International models for interest rates and foreign exchange; 11. Real interest rate and models for inflation; 12. Credit-risky bonds and credit derivatives.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
